+77.2%
EMR vs LUNR
+62.5%
+14.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.9% | -6.3% | -0.5% |
| 7D | +3.1% | +6.5% | -3.5% | +2.9% |
| 30D | -3.5% | -4.4% | +0.9% | -3.5% |
| 3M | +9.8% | -47.3% | +57.0% | +10.8% |
| 6M | +10.8% | -11.1% | +21.8% | +10.6% |
| YTD | +15.9% | -3.4% | +19.3% | +15.4% |
| 1Y | +16.4% | +85.8% | -69.4% | +14.9% |
| 3Y | +62.1% | +264.7% | -202.6% | +60.6% |
| All | +77.2% | +62.5% | +14.7% | +78.3% |
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