+392.8%
HL vs LUNR
+228.4%
+164.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -1.0% |
| 7D | -4.4% | -3.1% | -1.2% | -4.1% |
| 30D | +9.3% | -15.3% | +24.6% | +10.8% |
| 3M | +32.0% | -53.2% | +85.1% | +40.0% |
| 6M | -6.4% | -22.2% | +15.8% | -5.1% |
| YTD | +3.1% | -11.6% | +14.7% | +3.4% |
| 1Y | +77.6% | +68.4% | +9.1% | +70.9% |
| 3Y | +392.8% | +216.8% | +176.0% | +299.0% |
| All | +392.8% | +228.4% | +164.5% | +299.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling