-90.0%
SNAP vs LUNR
+62.5%
-152.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -0.9% |
| 7D | +1.5% | +6.5% | -5.0% | +1.3% |
| 30D | +1.9% | -4.4% | +6.3% | +1.9% |
| 3M | -3.9% | -47.3% | +43.4% | -2.6% |
| 6M | +5.2% | -11.1% | +16.3% | +5.0% |
| YTD | -32.7% | -3.4% | -29.3% | -33.1% |
| 1Y | -24.8% | +85.8% | -110.6% | -26.2% |
| 3Y | -42.2% | +264.7% | -306.8% | -43.0% |
| All | -90.0% | +62.5% | -152.5% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling