+22.3%
ICE vs LUNR
+54.8%
-32.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.8% |
| 7D | -0.9% | +0.5% | -1.4% | -0.9% |
| 30D | +4.0% | -5.3% | +9.3% | +4.0% |
| 3M | +11.0% | -45.6% | +56.6% | +11.1% |
| 6M | -5.0% | -17.4% | +12.4% | -4.9% |
| YTD | -2.7% | -7.9% | +5.2% | -2.7% |
| 1Y | -8.6% | +77.6% | -86.3% | -8.7% |
| 3Y | +41.4% | +247.4% | -206.1% | +41.9% |
| All | +22.3% | +54.8% | -32.6% | +30.7% |
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