+85.9%
EEM vs LUNR
+228.4%
-142.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | -1.3% | -3.1% | +1.9% | -1.1% |
| 30D | +2.1% | -15.3% | +17.4% | +2.8% |
| 3M | +1.0% | -53.2% | +54.2% | +4.0% |
| 6M | +15.9% | -22.2% | +38.1% | +16.2% |
| YTD | +24.6% | -11.6% | +36.2% | +23.9% |
| 1Y | +32.3% | +68.4% | -36.1% | +28.1% |
| 3Y | +85.9% | +216.8% | -130.9% | +77.4% |
| All | +85.9% | +228.4% | -142.5% | +77.4% |
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