+150.3%
ALL vs LUNR
+51.5%
+98.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.7% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | -3.6% | -11.3% | +7.7% | -3.6% |
| 3M | +13.2% | -44.9% | +58.1% | +13.2% |
| 6M | +22.5% | -17.3% | +39.8% | +22.4% |
| YTD | +22.7% | -9.9% | +32.6% | +22.5% |
| 1Y | +28.3% | +76.1% | -47.8% | +27.8% |
| 3Y | +152.0% | +240.0% | -88.0% | +150.7% |
| All | +150.3% | +51.5% | +98.8% | +148.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling