-53.5%
SNAP vs LUNR
+348.3%
-401.7%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +6.0% | +24.2% | -18.1% | +3.4% |
| 30D | -13.8% | +18.0% | -31.7% | -15.8% |
| 3M | -0.8% | -26.0% | +25.2% | +1.5% |
| 6M | -6.2% | -63.6% | +57.3% | +2.2% |
| YTD | -34.8% | -19.9% | -14.9% | -36.7% |
| 1Y | -38.7% | +50.1% | -88.8% | -45.1% |
| 3Y | -53.5% | +374.5% | -427.9% | -64.8% |
| All | -53.5% | +348.3% | -401.7% | -64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling