-2.8%
AKAM vs LUNR
+48.7%
-51.5%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.3% |
| 7D | +1.5% | -3.1% | +4.6% | +1.5% |
| 30D | -13.0% | -15.3% | +2.3% | -12.8% |
| 3M | -19.4% | -53.2% | +33.8% | -18.4% |
| 6M | +0.3% | -22.2% | +22.5% | +0.7% |
| YTD | +22.4% | -11.6% | +34.0% | +22.6% |
| 1Y | +34.8% | +68.4% | -33.6% | +34.2% |
| 3Y | +1.9% | +216.8% | -214.8% | +2.0% |
| All | -2.8% | +48.7% | -51.5% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling