-16.7%
SNOW vs LUNR
+54.8%
-71.5%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.5% | -1.1% |
| 7D | +8.4% | +0.5% | +7.8% | +8.4% |
| 30D | -1.0% | -5.3% | +4.4% | -0.9% |
| 3M | +38.3% | -45.6% | +83.9% | +39.8% |
| 6M | +81.3% | -17.4% | +98.7% | +81.7% |
| YTD | +51.1% | -7.9% | +59.1% | +51.0% |
| 1Y | +47.0% | +77.6% | -30.7% | +45.5% |
| 3Y | +99.7% | +247.4% | -147.7% | +100.8% |
| All | -16.7% | +54.8% | -71.5% | +0.6% |
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