+4.2%
STM vs LUNR
+54.8%
-50.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.7% |
| 7D | +1.7% | +0.5% | +1.1% | +1.6% |
| 30D | -5.2% | -5.3% | +0.2% | -5.0% |
| 3M | -29.6% | -45.6% | +16.0% | -28.7% |
| 6M | +54.4% | -17.4% | +71.7% | +54.9% |
| YTD | +99.5% | -7.9% | +107.5% | +99.6% |
| 1Y | +100.8% | +77.6% | +23.1% | +98.7% |
| 3Y | +20.2% | +247.4% | -227.3% | +18.5% |
| All | +4.2% | +54.8% | -50.6% | +1.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling