+88.2%
EWZ vs LUNR
+53.5%
+34.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.7% |
| 7D | +6.5% | -3.6% | +10.1% | +6.5% |
| 30D | +4.8% | +5.9% | -1.0% | +4.8% |
| 3M | +9.9% | -56.0% | +65.9% | +10.6% |
| 6M | +1.9% | -20.5% | +22.4% | +2.0% |
| YTD | +20.3% | -8.7% | +29.1% | +20.1% |
| 1Y | +35.6% | +75.9% | -40.3% | +34.8% |
| 3Y | +43.4% | +202.9% | -159.4% | +42.6% |
| All | +88.2% | +53.5% | +34.7% | +99.0% |
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 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