+1,570.8%
STRL vs LUNR
+51.5%
+1,519.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | +0.1% | -2.0% |
| 7D | +5.4% | -0.5% | +5.9% | +5.4% |
| 30D | -9.0% | -11.3% | +2.3% | -8.5% |
| 3M | -37.1% | -44.9% | +7.9% | -35.6% |
| 6M | +17.8% | -17.3% | +35.1% | +18.3% |
| YTD | +58.3% | -9.9% | +68.3% | +58.0% |
| 1Y | +61.0% | +76.1% | -15.1% | +57.3% |
| 3Y | +517.8% | +240.0% | +277.8% | +504.3% |
| All | +1,570.8% | +51.5% | +1,519.3% | +1,524.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling