-12.7%
AA vs LUNR
+34.7%
-47.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | +0.5% | +24.2% | -23.7% | -0.4% |
| 30D | -0.6% | +18.0% | -18.6% | -1.4% |
| 3M | -19.7% | -26.0% | +6.3% | -19.0% |
| 6M | -41.6% | -63.6% | +22.0% | -39.8% |
| YTD | -24.6% | -19.9% | -4.7% | -24.8% |
| 1Y | +4.9% | +50.1% | -45.2% | +2.7% |
| 3Y | +66.8% | +374.5% | -307.6% | +59.3% |
| All | -12.7% | +34.7% | -47.4% | -15.9% |
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