+147.1%
EWT vs LUNR
+48.7%
+98.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.7% | +1.9% |
| 7D | -1.1% | -3.1% | +2.0% | -1.1% |
| 30D | +4.5% | -15.3% | +19.8% | +4.7% |
| 3M | +8.3% | -53.2% | +61.4% | +9.3% |
| 6M | +54.2% | -22.2% | +76.5% | +54.5% |
| YTD | +74.6% | -11.6% | +86.2% | +74.4% |
| 1Y | +84.9% | +68.4% | +16.5% | +83.5% |
| 3Y | +197.5% | +216.8% | -19.2% | +196.1% |
| All | +147.1% | +48.7% | +98.4% | +146.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling