-26.7%
EW vs LUNR
+62.5%
-89.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +5.9% | -9.4% | -3.6% |
| 7D | -4.4% | +6.5% | -11.0% | -4.5% |
| 30D | -3.3% | -4.4% | +1.0% | -3.3% |
| 3M | +1.0% | -47.3% | +48.3% | +1.4% |
| 6M | +6.2% | -11.1% | +17.3% | +6.0% |
| YTD | +1.7% | -3.4% | +5.1% | +1.3% |
| 1Y | +8.1% | +85.8% | -77.7% | +7.0% |
| 3Y | +17.1% | +264.7% | -247.6% | +15.3% |
| All | -26.7% | +62.5% | -89.2% | -26.8% |
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