+18.7%
EWZ vs LUNR
+348.3%
-329.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.8% | +24.2% | -23.4% | 0.0% |
| 30D | -24.4% | +18.0% | -42.3% | -25.0% |
| 3M | -4.6% | -26.0% | +21.4% | -4.0% |
| 6M | -11.6% | -63.6% | +52.0% | -9.2% |
| YTD | +2.4% | -19.9% | +22.3% | +1.7% |
| 1Y | +2.1% | +50.1% | -48.0% | -0.5% |
| 3Y | +18.7% | +374.5% | -355.7% | +14.5% |
| All | +18.7% | +348.3% | -329.6% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling