-29.2%
APP vs LUNR
+39.2%
-68.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +7.0% | -9.7% | -3.6% |
| 7D | +10.6% | +51.2% | -40.6% | +4.8% |
| 30D | +44.6% | +7.0% | +37.6% | +42.6% |
| 3M | +29.6% | -23.1% | +52.7% | +33.1% |
| 6M | -19.8% | -59.4% | +39.6% | -12.0% |
| YTD | -41.6% | -19.7% | -21.9% | -44.3% |
| All | -29.2% | +39.2% | -68.4% | -39.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling