+154.3%
ETN vs LUNR
+51.5%
+102.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.7% | -1.4% |
| 7D | +3.0% | -0.5% | +3.6% | +3.0% |
| 30D | -10.9% | -11.3% | +0.4% | -10.7% |
| 3M | +9.2% | -44.9% | +54.1% | +10.6% |
| 6M | +13.9% | -17.3% | +31.2% | +14.0% |
| YTD | +29.5% | -9.9% | +39.5% | +29.1% |
| 1Y | +14.2% | +76.1% | -61.9% | +12.2% |
| 3Y | +79.9% | +240.0% | -160.1% | +76.9% |
| All | +154.3% | +51.5% | +102.8% | +151.5% |
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 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