-4.4%
F vs LUNR
+62.5%
-66.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +5.9% | -10.1% | -4.3% |
| 7D | +1.2% | +6.5% | -5.4% | +1.0% |
| 30D | +1.2% | -4.4% | +5.6% | +1.3% |
| 3M | -5.7% | -47.3% | +41.6% | -4.8% |
| 6M | +17.9% | -11.1% | +29.0% | +18.1% |
| YTD | +10.4% | -3.4% | +13.8% | +10.3% |
| 1Y | +25.3% | +85.8% | -60.4% | +24.1% |
| 3Y | +37.5% | +264.7% | -227.2% | +35.1% |
| All | -4.4% | +62.5% | -66.8% | -8.3% |
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 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