+24.7%
IR vs LUNR
+54.8%
-30.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -2.0% |
| 7D | -1.9% | +0.5% | -2.4% | -1.9% |
| 30D | -15.0% | -5.3% | -9.7% | -15.0% |
| 3M | -0.4% | -45.6% | +45.2% | +0.1% |
| 6M | -15.0% | -17.4% | +2.3% | -15.2% |
| YTD | -7.1% | -7.9% | +0.9% | -7.4% |
| 1Y | -7.5% | +77.6% | -85.2% | -8.6% |
| 3Y | +6.3% | +247.4% | -241.1% | +5.5% |
| All | +24.7% | +54.8% | -30.1% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling