+77.2%
EMR vs LUNR
+48.7%
+28.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.6% |
| 7D | -0.4% | -3.1% | +2.7% | -0.4% |
| 30D | -6.8% | -15.3% | +8.6% | -6.5% |
| 3M | +7.5% | -53.2% | +60.6% | +8.8% |
| 6M | +9.9% | -22.2% | +32.1% | +9.9% |
| YTD | +16.0% | -11.6% | +27.6% | +15.7% |
| 1Y | +12.4% | +68.4% | -56.0% | +11.1% |
| 3Y | +60.2% | +216.8% | -156.5% | +59.0% |
| All | +77.2% | +48.7% | +28.5% | +78.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling