+539.9%
STRL vs LUNR
+251.6%
+288.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +5.9% | -2.6% | +2.3% |
| 7D | +10.1% | +6.5% | +3.6% | +9.1% |
| 30D | -8.2% | -4.4% | -3.8% | -7.5% |
| 3M | -43.7% | -47.3% | +3.6% | -38.7% |
| 6M | +27.1% | -11.1% | +38.2% | +26.2% |
| YTD | +64.0% | -3.4% | +67.4% | +58.3% |
| 1Y | +75.2% | +85.8% | -10.6% | +53.6% |
| 3Y | +539.9% | +264.7% | +275.3% | +412.1% |
| All | +539.9% | +251.6% | +288.3% | +412.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling