-0.1%
F vs LUNR
+53.5%
-53.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.7% | +1.4% |
| 7D | +5.3% | -3.6% | +9.0% | +5.4% |
| 30D | +4.6% | +5.9% | -1.3% | +4.5% |
| 3M | -3.7% | -56.0% | +52.3% | -2.5% |
| 6M | +16.8% | -20.5% | +37.3% | +17.2% |
| YTD | +15.3% | -8.7% | +24.0% | +15.3% |
| 1Y | +31.0% | +75.9% | -44.9% | +29.8% |
| 3Y | +45.4% | +202.9% | -157.4% | +43.0% |
| All | -0.1% | +53.5% | -53.6% | -4.1% |
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