+204.1%
APP vs LUNR
+53.5%
+150.6%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +2.2% |
| 7D | +0.9% | -3.6% | +4.5% | +1.0% |
| 30D | -23.3% | +5.9% | -29.1% | -23.6% |
| 3M | -42.6% | -56.0% | +13.3% | -40.8% |
| 6M | -33.6% | -20.5% | -13.1% | -33.6% |
| YTD | -52.4% | -8.7% | -43.7% | -52.8% |
| 1Y | -35.9% | +75.9% | -111.8% | -38.2% |
| 3Y | +642.2% | +202.9% | +439.3% | +612.9% |
| All | +204.1% | +53.5% | +150.6% | +250.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling