+47.6%
F vs LUNR
+210.5%
-162.9%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +5.3% | -3.6% | +9.0% | +5.5% |
| 30D | +4.6% | +5.9% | -1.3% | +4.2% |
| 3M | -3.7% | -56.0% | +52.3% | +0.3% |
| 6M | +16.8% | -20.5% | +37.3% | +17.9% |
| YTD | +15.3% | -8.7% | +24.0% | +14.8% |
| 1Y | +31.0% | +75.9% | -44.9% | +25.7% |
| All | +47.6% | +210.5% | -162.9% | +25.3% |
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