-90.4%
SNAP vs LUNR
+34.7%
-125.1%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +6.0% | +24.2% | -18.1% | +5.4% |
| 30D | -13.8% | +18.0% | -31.7% | -14.2% |
| 3M | -0.8% | -26.0% | +25.2% | -0.3% |
| 6M | -6.2% | -63.6% | +57.3% | -4.5% |
| YTD | -34.8% | -19.9% | -14.9% | -35.0% |
| 1Y | -38.7% | +50.1% | -88.8% | -39.7% |
| 3Y | -53.5% | +374.5% | -427.9% | -53.7% |
| All | -90.4% | +34.7% | -125.1% | -87.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling