+164.3%
EWY vs LUNR
+75.3%
+89.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.7% | +3.9% | +4.5% |
| 7D | +4.8% | -3.6% | +8.5% | +5.5% |
| 30D | +11.7% | +5.9% | +5.8% | +10.5% |
| 3M | -7.4% | -56.0% | +48.6% | +2.9% |
| 6M | +40.6% | -20.5% | +61.0% | +43.4% |
| YTD | +94.3% | -8.7% | +103.0% | +94.3% |
| 1Y | +164.3% | +75.9% | +88.4% | +131.8% |
| All | +164.3% | +75.3% | +89.0% | +131.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling