+16.7%
STM vs LUNR
+348.3%
-331.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +12.0% | +24.2% | -12.2% | +9.4% |
| 30D | -0.4% | +18.0% | -18.3% | -2.3% |
| 3M | -13.2% | -26.0% | +12.8% | -11.2% |
| 6M | -26.1% | -63.6% | +37.5% | -20.7% |
| YTD | +81.2% | -19.9% | +101.1% | +81.6% |
| 1Y | +98.3% | +50.1% | +48.2% | +89.9% |
| 3Y | +16.7% | +374.5% | -357.7% | +1.8% |
| All | +16.7% | +348.3% | -331.5% | +1.8% |
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