-17.7%
F vs LUNR
+35.0%
-52.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +7.0% | -9.8% | -3.0% |
| 7D | -3.9% | +51.2% | -55.0% | -4.6% |
| 30D | -0.5% | +7.0% | -7.4% | -0.7% |
| 3M | -12.9% | -23.1% | +10.2% | -12.7% |
| 6M | +1.5% | -59.4% | +60.9% | +2.7% |
| YTD | -5.0% | -19.7% | +14.7% | -5.0% |
| 1Y | -7.3% | +39.5% | -46.9% | -8.0% |
| 3Y | +45.3% | +357.2% | -311.9% | +43.0% |
| All | -17.7% | +35.0% | -52.7% | -21.0% |
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