-25.9%
STRL vs LUNR
-9.9%
-16.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -5.2% | -16.2% | -20.1% |
| 7D | -27.1% | -14.3% | -12.7% | -24.0% |
| 30D | -45.8% | -30.5% | -15.3% | -40.8% |
| 3M | -47.6% | -28.9% | -18.8% | -43.1% |
| 6M | -46.4% | -60.8% | +14.4% | -36.9% |
| YTD | -7.4% | -38.8% | +31.4% | -4.6% |
| 1Y | -25.9% | -4.5% | -21.3% | -34.5% |
| All | -25.9% | -9.9% | -16.0% | -34.5% |
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