+72.7%
STRL vs LUNR
+77.6%
-4.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -0.3% |
| 7D | +8.2% | +0.5% | +7.7% | +8.1% |
| 30D | -6.3% | -5.3% | -1.0% | -4.9% |
| 3M | -41.2% | -45.6% | +4.4% | -34.3% |
| 6M | +20.4% | -17.4% | +37.7% | +18.9% |
| YTD | +61.7% | -7.9% | +69.6% | +49.6% |
| 1Y | +72.7% | +77.6% | -4.9% | +5.8% |
| All | +72.7% | +77.6% | -4.9% | +5.8% |
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 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