+19.3%
HYG vs LUNR
+48.7%
-29.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -0.7% | -3.1% | +2.4% | -0.7% |
| 30D | -0.7% | -15.3% | +14.6% | -0.7% |
| 3M | -0.2% | -53.2% | +53.0% | -0.1% |
| 6M | +1.4% | -22.2% | +23.7% | +1.4% |
| YTD | +1.5% | -11.6% | +13.0% | +1.4% |
| 1Y | +2.9% | +68.4% | -65.5% | +2.7% |
| 3Y | +25.6% | +216.8% | -191.1% | +25.7% |
| All | +19.3% | +48.7% | -29.4% | +20.4% |
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