-29.2%
ETHA vs LUNR
+255.7%
-284.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.7% | +4.0% | +0.1% |
| 7D | +2.9% | +0.5% | +2.4% | +2.8% |
| 30D | +31.4% | -5.3% | +36.7% | +31.9% |
| 3M | +48.9% | -45.6% | +94.5% | +64.3% |
| 6M | +20.9% | -17.4% | +38.3% | +17.4% |
| YTD | -17.2% | -7.9% | -9.2% | -23.0% |
| 1Y | -42.8% | +77.6% | -120.4% | -54.2% |
| All | -29.2% | +255.7% | -284.9% | -52.2% |
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