-17.6%
F vs LUNR
+34.7%
-52.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -3.1% | +24.2% | -27.3% | -3.5% |
| 30D | 0.0% | +18.0% | -17.9% | -0.3% |
| 3M | -13.2% | -26.0% | +12.8% | -12.9% |
| 6M | -10.2% | -63.6% | +53.4% | -9.0% |
| YTD | -4.9% | -19.9% | +15.0% | -4.9% |
| 1Y | -6.1% | +50.1% | -56.2% | -6.8% |
| 3Y | +46.0% | +374.5% | -328.5% | +43.7% |
| All | -17.6% | +34.7% | -52.4% | -20.9% |
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