+933.3%
APP vs LUNR
+282.2%
+651.0%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +15.0% | -10.2% | +2.5% |
| 7D | +79.2% | +22.1% | +57.0% | +72.1% |
| 30D | +48.0% | -8.7% | +56.7% | +48.9% |
| 3M | +18.2% | -26.6% | +44.8% | +22.3% |
| 6M | -12.5% | -58.4% | +45.9% | -3.2% |
| YTD | -39.2% | -25.8% | -13.3% | -41.1% |
| 1Y | -33.9% | +25.5% | -59.4% | -42.1% |
| 3Y | +933.3% | +300.0% | +633.3% | +636.8% |
| All | +933.3% | +282.2% | +651.0% | +636.8% |
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