+119.7%
C vs LUNR
+35.0%
+84.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.0% | -7.1% | -0.3% |
| 7D | +4.7% | +51.2% | -46.4% | +3.7% |
| 30D | +0.2% | +7.0% | -6.8% | -0.1% |
| 3M | -9.3% | -23.1% | +13.8% | -9.0% |
| 6M | -0.8% | -59.4% | +58.6% | +0.4% |
| YTD | +8.5% | -19.7% | +28.2% | +7.8% |
| 1Y | +23.1% | +39.5% | -16.4% | +20.9% |
| 3Y | +220.8% | +357.2% | -136.4% | +212.8% |
| All | +119.7% | +35.0% | +84.7% | +111.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling