+269.3%
C vs LUNR
+251.6%
+17.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.9% | -6.6% | -1.1% |
| 7D | +3.2% | +6.5% | -3.4% | +2.7% |
| 30D | +1.3% | -4.4% | +5.7% | +1.5% |
| 3M | +3.1% | -47.3% | +50.4% | +7.3% |
| 6M | +29.6% | -11.1% | +40.7% | +27.1% |
| YTD | +19.0% | -3.4% | +22.3% | +14.5% |
| 1Y | +45.6% | +85.8% | -40.1% | +31.5% |
| 3Y | +269.3% | +264.7% | +4.6% | +201.8% |
| All | +269.3% | +251.6% | +17.7% | +201.8% |
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