+54.1%
EFA vs LUNR
+54.8%
-0.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -1.1% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | -1.3% | -5.3% | +4.0% | -1.3% |
| 3M | +5.2% | -45.6% | +50.8% | +5.7% |
| 6M | +9.4% | -17.4% | +26.7% | +9.3% |
| YTD | +12.7% | -7.9% | +20.7% | +12.5% |
| 1Y | +19.3% | +77.6% | -58.4% | +18.4% |
| 3Y | +66.3% | +247.4% | -181.1% | +64.9% |
| All | +54.1% | +54.8% | -0.7% | +53.6% |
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 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