+49.2%
EEM vs LUNR
+54.8%
-5.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.4% |
| 7D | +2.0% | +0.5% | +1.4% | +2.0% |
| 30D | +5.1% | -5.3% | +10.4% | +5.1% |
| 3M | +4.6% | -45.6% | +50.2% | +5.2% |
| 6M | +17.8% | -17.4% | +35.1% | +17.8% |
| YTD | +25.8% | -7.9% | +33.8% | +25.7% |
| 1Y | +36.4% | +77.6% | -41.2% | +35.5% |
| 3Y | +90.0% | +247.4% | -157.4% | +88.5% |
| All | +49.2% | +54.8% | -5.6% | +49.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling