+1,576.4%
STRL vs LUNR
+53.5%
+1,522.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.7% | +5.0% | +5.7% |
| 7D | +3.4% | -3.6% | +7.0% | +3.6% |
| 30D | -9.2% | +5.9% | -15.1% | -9.4% |
| 3M | -51.0% | -56.0% | +4.9% | -49.5% |
| 6M | +15.8% | -20.5% | +36.2% | +16.4% |
| YTD | +58.9% | -8.7% | +67.6% | +58.4% |
| 1Y | +68.5% | +75.9% | -7.4% | +64.6% |
| 3Y | +485.2% | +202.9% | +282.4% | +471.8% |
| All | +1,576.4% | +53.5% | +1,522.9% | +1,529.3% |
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