+189.4%
APP vs LUNR
+54.8%
+134.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.7% | +2.5% | -2.0% |
| 7D | -4.4% | +0.5% | -4.9% | -4.4% |
| 30D | -10.0% | -5.3% | -4.7% | -9.9% |
| 3M | -41.4% | -45.6% | +4.2% | -40.1% |
| 6M | -41.0% | -17.4% | -23.7% | -41.1% |
| YTD | -54.7% | -7.9% | -46.8% | -55.1% |
| 1Y | -45.3% | +77.6% | -123.0% | -47.4% |
| 3Y | +624.3% | +247.4% | +376.8% | +595.8% |
| All | +189.4% | +54.8% | +134.6% | +233.5% |
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