+127.2%
GOOG vs LUNR
+48.7%
+78.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.6% |
| 7D | 0.0% | -3.1% | +3.1% | +0.1% |
| 30D | -2.0% | -15.3% | +13.4% | -1.8% |
| 3M | -5.9% | -53.2% | +47.3% | -5.1% |
| 6M | +8.9% | -22.2% | +31.1% | +8.9% |
| YTD | +7.1% | -11.6% | +18.7% | +6.8% |
| 1Y | +39.7% | +68.4% | -28.7% | +38.2% |
| 3Y | +145.8% | +216.8% | -70.9% | +143.7% |
| All | +127.2% | +48.7% | +78.5% | +128.5% |
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