+284.0%
APP vs LUNR
+26.2%
+257.7%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +2.2% |
| 7D | +48.9% | +22.7% | +26.3% | +47.3% |
| 30D | +49.4% | -5.3% | +54.7% | +49.4% |
| 3M | +27.0% | -26.1% | +53.1% | +28.2% |
| 6M | -15.4% | -62.4% | +47.0% | -12.5% |
| YTD | -39.9% | -25.0% | -15.0% | -40.1% |
| 1Y | -32.0% | +29.0% | -61.0% | -33.7% |
| 3Y | +824.3% | +327.4% | +497.0% | +795.4% |
| All | +284.0% | +26.2% | +257.7% | +345.2% |
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 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