+23.8%
IR vs LUNR
+51.5%
-27.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.6% |
| 7D | -3.1% | -0.5% | -2.5% | -3.1% |
| 30D | -14.0% | -11.3% | -2.7% | -13.9% |
| 3M | +3.7% | -44.9% | +48.6% | +4.3% |
| 6M | -15.4% | -17.3% | +1.9% | -15.5% |
| YTD | -7.7% | -9.9% | +2.2% | -8.0% |
| 1Y | -8.8% | +76.1% | -85.0% | -9.8% |
| 3Y | +5.6% | +240.0% | -234.4% | +4.9% |
| All | +23.8% | +51.5% | -27.7% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling