+91.9%
EWZ vs LUNR
+62.5%
+29.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.9% | -3.9% | +1.9% |
| 7D | +5.6% | +6.5% | -0.9% | +5.5% |
| 30D | +9.3% | -4.4% | +13.6% | +9.3% |
| 3M | +15.7% | -47.3% | +63.0% | +16.3% |
| 6M | +7.4% | -11.1% | +18.5% | +7.3% |
| YTD | +22.7% | -3.4% | +26.1% | +22.4% |
| 1Y | +36.4% | +85.8% | -49.4% | +35.5% |
| 3Y | +50.4% | +264.7% | -214.3% | +49.5% |
| All | +91.9% | +62.5% | +29.4% | +102.8% |
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