+32.3%
EEM vs LUNR
+73.3%
-41.0%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.4% |
| 7D | -1.3% | -3.1% | +1.9% | -1.0% |
| 30D | +2.1% | -15.3% | +17.4% | +3.3% |
| 3M | +1.0% | -53.2% | +54.2% | +5.9% |
| 6M | +15.9% | -22.2% | +38.1% | +16.2% |
| YTD | +24.6% | -11.6% | +36.2% | +23.4% |
| 1Y | +32.3% | +68.4% | -36.1% | +22.7% |
| All | +32.3% | +73.3% | -41.0% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling