-6.3%
STM vs LUNR
+26.2%
-32.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.1% | +0.4% | +3.4% |
| 7D | +1.4% | +22.7% | -21.2% | +0.8% |
| 30D | -8.4% | -5.3% | -3.1% | -8.3% |
| 3M | -15.8% | -26.1% | +10.3% | -15.2% |
| 6M | -22.8% | -62.4% | +39.6% | -21.3% |
| YTD | +79.4% | -25.0% | +104.3% | +80.2% |
| 1Y | +97.0% | +29.0% | +68.0% | +96.2% |
| 3Y | +14.2% | +327.4% | -313.2% | +13.2% |
| All | -6.3% | +26.2% | -32.5% | -8.7% |
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