-22.8%
SNAP vs LUNR
+75.3%
-98.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.8% | -4.1% |
| 7D | +0.7% | -3.6% | +4.4% | +1.2% |
| 30D | +2.6% | +5.9% | -3.2% | +1.4% |
| 3M | -9.9% | -56.0% | +46.1% | -2.2% |
| 6M | +1.9% | -20.5% | +22.3% | -0.7% |
| YTD | -32.2% | -8.7% | -23.5% | -35.5% |
| 1Y | -22.8% | +75.9% | -98.7% | -48.0% |
| All | -22.8% | +75.3% | -98.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LUNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling