+288.1%
APP vs LUNR
+34.7%
+253.4%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.2% | +4.1% | +3.9% |
| 7D | +4.6% | +24.2% | -19.6% | +3.5% |
| 30D | +56.0% | +18.0% | +38.1% | +54.5% |
| 3M | +30.8% | -26.0% | +56.8% | +32.1% |
| 6M | -9.8% | -63.6% | +53.8% | -6.6% |
| YTD | -39.3% | -19.9% | -19.4% | -39.7% |
| 1Y | -26.4% | +50.1% | -76.6% | -28.8% |
| 3Y | +887.9% | +374.5% | +513.5% | +854.3% |
| All | +288.1% | +34.7% | +253.4% | +348.6% |
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