+216.1%
C vs LUNR
+291.1%
-74.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.4% |
| 7D | -0.4% | +12.7% | -13.0% | -1.5% |
| 30D | -5.2% | -10.5% | +5.3% | -4.8% |
| 3M | -9.1% | -25.2% | +16.1% | -7.8% |
| 6M | -1.6% | -59.2% | +57.7% | +2.9% |
| YTD | +6.9% | -27.2% | +34.2% | +4.6% |
| 1Y | +23.0% | +19.7% | +3.3% | +14.6% |
| 3Y | +216.1% | +314.4% | -98.2% | +171.7% |
| All | +216.1% | +291.1% | -74.9% | +171.7% |
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 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