+167.3%
B vs LUNR
+349.3%
-182.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +7.0% | -10.1% | -3.5% |
| 7D | -6.2% | +51.2% | -57.4% | -8.4% |
| 30D | -6.6% | +7.0% | -13.6% | -7.2% |
| 3M | -7.9% | -23.1% | +15.3% | -7.1% |
| 6M | -16.8% | -59.4% | +42.6% | -14.1% |
| YTD | -11.7% | -19.7% | +8.0% | -11.7% |
| 1Y | +3.5% | +39.5% | -36.0% | +1.8% |
| All | +167.3% | +349.3% | -182.0% | +140.4% |
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 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