+673.8%
STX vs LUNR
+348.3%
+325.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | +14.6% | +24.2% | -9.6% | +12.1% |
| 30D | -26.0% | +18.0% | -43.9% | -27.2% |
| 3M | -42.6% | -26.0% | -16.6% | -41.4% |
| 6M | -35.3% | -63.6% | +28.3% | -30.9% |
| YTD | +92.5% | -19.9% | +112.4% | +91.0% |
| 1Y | +102.4% | +50.1% | +52.3% | +91.4% |
| 3Y | +673.8% | +374.5% | +299.4% | +571.6% |
| All | +673.8% | +348.3% | +325.6% | +571.6% |
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