-9.5%
EW vs LUNR
+34.7%
-44.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +4.9% | +24.2% | -19.3% | +4.7% |
| 30D | +23.9% | +18.0% | +6.0% | +23.7% |
| 3M | +15.8% | -26.0% | +41.7% | +15.9% |
| 6M | +31.7% | -63.6% | +95.2% | +32.4% |
| YTD | +25.7% | -19.9% | +45.6% | +25.3% |
| 1Y | +24.4% | +50.1% | -25.7% | +23.3% |
| 3Y | +65.9% | +374.5% | -308.6% | +63.6% |
| All | -9.5% | +34.7% | -44.2% | -9.4% |
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