+40.6%
ICE vs LUNR
+234.6%
-193.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | +3.0% | -11.3% | +14.3% | +3.2% |
| 3M | +11.4% | -44.9% | +56.3% | +12.4% |
| 6M | -2.0% | -17.3% | +15.3% | -2.2% |
| YTD | -3.1% | -9.9% | +6.8% | -3.7% |
| 1Y | -8.4% | +76.1% | -84.5% | -10.4% |
| All | +40.6% | +234.6% | -193.9% | +31.6% |
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