+89.2%
EWZ vs LUNR
+54.8%
+34.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.7% | +3.3% | -1.4% |
| 7D | -0.1% | +0.5% | -0.6% | -0.1% |
| 30D | +8.2% | -5.3% | +13.5% | +8.2% |
| 3M | +13.3% | -45.6% | +58.9% | +13.8% |
| 6M | +3.6% | -17.4% | +21.0% | +3.6% |
| YTD | +21.0% | -7.9% | +28.9% | +20.8% |
| 1Y | +34.7% | +77.6% | -43.0% | +33.9% |
| 3Y | +48.3% | +247.4% | -199.2% | +47.5% |
| All | +89.2% | +54.8% | +34.4% | +100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling