+313.3%
ANET vs LUNR
+228.4%
+84.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.8% | +7.5% | +5.8% |
| 7D | +3.0% | -3.1% | +6.1% | +3.3% |
| 30D | -5.2% | -15.3% | +10.2% | -3.8% |
| 3M | +27.6% | -53.2% | +80.8% | +35.8% |
| 6M | +44.4% | -22.2% | +66.6% | +43.6% |
| YTD | +52.3% | -11.6% | +63.9% | +47.9% |
| 1Y | +30.4% | +68.4% | -38.0% | +17.9% |
| 3Y | +313.3% | +216.8% | +96.5% | +272.1% |
| All | +313.3% | +228.4% | +84.9% | +272.1% |
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