+47.8%
EEM vs LUNR
+48.7%
-0.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.3% |
| 7D | -1.3% | -3.1% | +1.9% | -1.2% |
| 30D | +2.1% | -15.3% | +17.4% | +2.3% |
| 3M | +1.0% | -53.2% | +54.2% | +1.8% |
| 6M | +15.9% | -22.2% | +38.1% | +16.1% |
| YTD | +24.6% | -11.6% | +36.2% | +24.6% |
| 1Y | +32.3% | +68.4% | -36.1% | +31.5% |
| 3Y | +85.9% | +216.8% | -130.9% | +84.5% |
| All | +47.8% | +48.7% | -0.9% | +47.6% |
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