+42.8%
EQIX vs LUNR
+228.4%
-185.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.4% |
| 7D | +0.2% | -3.1% | +3.3% | +0.3% |
| 30D | -2.5% | -15.3% | +12.9% | -1.9% |
| 3M | 0.0% | -53.2% | +53.1% | +2.6% |
| 6M | +7.6% | -22.2% | +29.9% | +7.4% |
| YTD | +37.5% | -11.6% | +49.1% | +35.4% |
| 1Y | +32.9% | +68.4% | -35.5% | +26.1% |
| 3Y | +42.8% | +216.8% | -174.0% | +26.5% |
| All | +42.8% | +228.4% | -185.6% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling