+83.0%
AA vs LUNR
+241.9%
-158.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.8% | -1.4% |
| 7D | -0.6% | +0.5% | -1.2% | -0.7% |
| 30D | -1.6% | -5.3% | +3.8% | -1.0% |
| 3M | -29.8% | -45.6% | +15.8% | -25.3% |
| 6M | -16.6% | -17.4% | +0.7% | -16.5% |
| YTD | -4.0% | -7.9% | +3.9% | -6.2% |
| 1Y | +63.5% | +77.6% | -14.1% | +48.4% |
| All | +83.0% | +241.9% | -158.9% | +60.8% |
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 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