+104.7%
B vs LUNR
+34.7%
+69.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.7% |
| 7D | -7.3% | +24.2% | -31.5% | -7.6% |
| 30D | -3.3% | +18.0% | -21.3% | -3.6% |
| 3M | -7.8% | -26.0% | +18.2% | -7.5% |
| 6M | -15.5% | -63.6% | +48.0% | -14.9% |
| YTD | -12.3% | -19.9% | +7.6% | -12.1% |
| 1Y | +5.4% | +50.1% | -44.7% | +5.3% |
| 3Y | +165.5% | +374.5% | -208.9% | +166.4% |
| All | +104.7% | +34.7% | +69.9% | +108.7% |
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