+17.0%
HON vs LUNR
+228.4%
-211.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +0.2% |
| 7D | -3.5% | -3.1% | -0.4% | -3.3% |
| 30D | -13.8% | -15.3% | +1.6% | -13.3% |
| 3M | -11.7% | -53.2% | +41.5% | -9.3% |
| 6M | -18.7% | -22.2% | +3.5% | -18.7% |
| YTD | +0.2% | -11.6% | +11.8% | -0.8% |
| 1Y | -3.1% | +68.4% | -71.5% | -6.9% |
| 3Y | +17.0% | +216.8% | -199.8% | +3.8% |
| All | +17.0% | +228.4% | -211.4% | +3.8% |
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