+58.0%
EWZ vs LUNR
+35.0%
+22.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.0% | -9.0% | -2.1% |
| 7D | +0.1% | +51.2% | -51.1% | -0.4% |
| 30D | -25.9% | +7.0% | -32.8% | -26.0% |
| 3M | -6.1% | -23.1% | +17.0% | -6.0% |
| 6M | -16.1% | -59.4% | +43.3% | -15.6% |
| YTD | +1.0% | -19.7% | +20.7% | +0.9% |
| 1Y | 0.0% | +39.5% | -39.5% | -0.5% |
| 3Y | +16.8% | +357.2% | -340.4% | +16.3% |
| All | +58.0% | +35.0% | +22.9% | +67.0% |
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