+143.6%
B vs LUNR
+53.5%
+90.2%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.2% |
| 7D | -1.6% | -3.6% | +2.0% | -1.5% |
| 30D | +9.4% | +5.9% | +3.6% | +9.3% |
| 3M | +5.0% | -56.0% | +60.9% | +5.8% |
| 6M | -3.5% | -20.5% | +16.9% | -3.4% |
| YTD | +4.5% | -8.7% | +13.2% | +4.5% |
| 1Y | +67.8% | +75.9% | -8.1% | +67.6% |
| 3Y | +196.7% | +202.9% | -6.2% | +196.7% |
| All | +143.6% | +53.5% | +90.2% | +148.3% |
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