+152.0%
ALL vs LUNR
+62.5%
+89.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +5.9% | -8.2% | -2.3% |
| 7D | -1.7% | +6.5% | -8.2% | -1.7% |
| 30D | -4.7% | -4.4% | -0.3% | -4.7% |
| 3M | +18.4% | -47.3% | +65.6% | +18.4% |
| 6M | +20.5% | -11.1% | +31.6% | +20.4% |
| YTD | +23.5% | -3.4% | +26.9% | +23.4% |
| 1Y | +29.0% | +85.8% | -56.8% | +28.5% |
| 3Y | +153.7% | +264.7% | -110.9% | +152.4% |
| All | +152.0% | +62.5% | +89.5% | +150.0% |
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 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