+116.6%
C vs LUNR
+22.4%
+94.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.2% | +0.3% |
| 7D | -0.4% | +12.7% | -13.0% | -0.7% |
| 30D | -5.2% | -10.5% | +5.3% | -5.1% |
| 3M | -9.1% | -25.2% | +16.1% | -8.7% |
| 6M | -1.6% | -59.2% | +57.7% | -0.3% |
| YTD | +6.9% | -27.2% | +34.2% | +6.5% |
| 1Y | +23.0% | +19.7% | +3.3% | +21.1% |
| 3Y | +216.1% | +314.4% | -98.2% | +208.9% |
| All | +116.6% | +22.4% | +94.2% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling