+123.7%
GOOG vs LUNR
+51.5%
+72.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.8% | +0.6% |
| 7D | -2.5% | -0.5% | -2.0% | -2.5% |
| 30D | -3.6% | -11.3% | +7.7% | -3.5% |
| 3M | -6.4% | -44.9% | +38.5% | -5.9% |
| 6M | +7.8% | -17.3% | +25.1% | +7.7% |
| YTD | +5.5% | -9.9% | +15.4% | +5.2% |
| 1Y | +38.3% | +76.1% | -37.9% | +36.8% |
| 3Y | +143.1% | +240.0% | -96.9% | +140.9% |
| All | +123.7% | +51.5% | +72.2% | +125.0% |
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