+21.1%
STM vs LUNR
+251.6%
-230.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -1.1% |
| 7D | +5.2% | +6.5% | -1.3% | +4.6% |
| 30D | -7.4% | -4.4% | -3.0% | -7.0% |
| 3M | -30.6% | -47.3% | +16.6% | -27.3% |
| 6M | +66.4% | -11.1% | +77.4% | +66.9% |
| YTD | +101.1% | -3.4% | +104.5% | +99.0% |
| 1Y | +97.4% | +85.8% | +11.6% | +85.8% |
| 3Y | +21.1% | +264.7% | -243.5% | +10.0% |
| All | +21.1% | +251.6% | -230.4% | +10.0% |
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 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