-43.7%
SNAP vs LUNR
+241.9%
-285.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -1.7% |
| 7D | -5.0% | +0.5% | -5.5% | -5.1% |
| 30D | -0.7% | -5.3% | +4.6% | -0.5% |
| 3M | -5.0% | -45.6% | +40.6% | +0.6% |
| 6M | +3.5% | -17.4% | +20.9% | +2.2% |
| YTD | -34.2% | -7.9% | -26.3% | -36.6% |
| 1Y | -27.1% | +77.6% | -104.7% | -35.5% |
| All | -43.7% | +241.9% | -285.6% | -58.7% |
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