+169.2%
EWY vs LUNR
+54.8%
+114.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.7% | +5.2% | +0.6% |
| 7D | +6.7% | +0.5% | +6.1% | +6.6% |
| 30D | +17.0% | -5.3% | +22.3% | +17.1% |
| 3M | +3.7% | -45.6% | +49.3% | +4.8% |
| 6M | +42.5% | -17.4% | +59.9% | +43.0% |
| YTD | +96.2% | -7.9% | +104.2% | +96.4% |
| 1Y | +160.4% | +77.6% | +82.7% | +158.6% |
| 3Y | +231.7% | +247.4% | -15.8% | +228.5% |
| All | +169.2% | +54.8% | +114.4% | +167.2% |
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