+142.7%
EWT vs LUNR
+51.5%
+91.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.5% |
| 7D | -1.1% | -0.5% | -0.6% | -1.1% |
| 30D | +4.8% | -11.3% | +16.1% | +5.0% |
| 3M | +11.1% | -44.9% | +56.0% | +11.9% |
| 6M | +54.6% | -17.3% | +71.9% | +54.7% |
| YTD | +71.4% | -9.9% | +81.4% | +71.2% |
| 1Y | +82.1% | +76.1% | +6.0% | +80.6% |
| 3Y | +193.2% | +240.0% | -46.8% | +191.8% |
| All | +142.7% | +51.5% | +91.2% | +141.8% |
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