+150.1%
ALL vs LUNR
+241.9%
-91.8%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.8% | 0.0% |
| 7D | -2.2% | +0.5% | -2.8% | -2.2% |
| 30D | -5.6% | -5.3% | -0.3% | -5.6% |
| 3M | +17.2% | -45.6% | +62.9% | +17.0% |
| 6M | +23.2% | -17.4% | +40.6% | +22.9% |
| YTD | +23.6% | -7.9% | +31.5% | +23.2% |
| 1Y | +29.2% | +77.6% | -48.5% | +28.0% |
| All | +150.1% | +241.9% | -91.8% | +155.2% |
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