+96.5%
STM vs LUNR
-9.9%
+106.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -5.2% | -0.8% | -5.0% |
| 7D | -6.0% | -14.3% | +8.3% | -3.2% |
| 30D | -20.9% | -30.5% | +9.6% | -15.5% |
| 3M | -15.8% | -28.9% | +13.1% | -10.5% |
| 6M | -17.0% | -60.8% | +43.8% | -5.1% |
| YTD | +76.8% | -38.8% | +115.6% | +91.2% |
| 1Y | +96.5% | -4.5% | +101.0% | +102.0% |
| All | +96.5% | -9.9% | +106.3% | +102.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling