+166.3%
EWY vs LUNR
+48.7%
+117.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.8% | +5.1% | +3.3% |
| 7D | -0.1% | -3.1% | +3.0% | 0.0% |
| 30D | +7.3% | -15.3% | +22.6% | +7.7% |
| 3M | -5.1% | -53.2% | +48.0% | -3.8% |
| 6M | +42.1% | -22.2% | +64.3% | +42.7% |
| YTD | +94.1% | -11.6% | +105.7% | +94.5% |
| 1Y | +147.8% | +68.4% | +79.4% | +146.4% |
| 3Y | +222.9% | +216.8% | +6.1% | +220.2% |
| All | +166.3% | +48.7% | +117.6% | +164.6% |
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