+0.8%
AKAM vs LUNR
+54.8%
-54.0%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.7% | +9.6% | +5.0% |
| 7D | +5.4% | +0.5% | +4.8% | +5.4% |
| 30D | -5.9% | -5.3% | -0.5% | -5.8% |
| 3M | -19.6% | -45.6% | +26.0% | -18.9% |
| 6M | +8.5% | -17.4% | +25.8% | +8.8% |
| YTD | +26.9% | -7.9% | +34.9% | +27.0% |
| 1Y | +41.7% | +77.6% | -35.9% | +40.9% |
| 3Y | +5.8% | +247.4% | -241.6% | +5.8% |
| All | +0.8% | +54.8% | -54.0% | +9.8% |
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 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