+85.5%
ETN vs LUNR
+228.4%
-142.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.1% |
| 7D | +3.5% | -3.1% | +6.6% | +3.8% |
| 30D | -7.5% | -15.3% | +7.8% | -6.3% |
| 3M | +8.3% | -53.2% | +61.5% | +14.6% |
| 6M | +20.2% | -22.2% | +42.4% | +20.4% |
| YTD | +34.7% | -11.6% | +46.3% | +32.0% |
| 1Y | +19.4% | +68.4% | -49.0% | +10.1% |
| 3Y | +85.5% | +216.8% | -131.3% | +63.1% |
| All | +85.5% | +228.4% | -142.9% | +63.1% |
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