+196.0%
APP vs LUNR
+62.5%
+133.5%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.9% | -8.5% | -2.9% |
| 7D | +0.1% | +6.5% | -6.4% | -0.2% |
| 30D | -10.0% | -4.4% | -5.6% | -9.9% |
| 3M | -44.6% | -47.3% | +2.6% | -43.3% |
| 6M | -37.9% | -11.1% | -26.8% | -38.2% |
| YTD | -53.7% | -3.4% | -50.3% | -54.2% |
| 1Y | -43.0% | +85.8% | -128.7% | -45.2% |
| 3Y | +640.8% | +264.7% | +376.1% | +610.2% |
| All | +196.0% | +62.5% | +133.5% | +240.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling