+29.4%
IR vs LUNR
+53.5%
-24.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.5% | +1.3% |
| 7D | -2.8% | -3.6% | +0.8% | -2.8% |
| 30D | -15.1% | +5.9% | -21.0% | -15.2% |
| 3M | +6.1% | -56.0% | +62.0% | +6.9% |
| 6M | -16.8% | -20.5% | +3.6% | -16.9% |
| YTD | -3.5% | -8.7% | +5.2% | -3.9% |
| 1Y | -3.5% | +75.9% | -79.4% | -4.6% |
| 3Y | +9.5% | +202.9% | -193.4% | +8.6% |
| All | +29.4% | +53.5% | -24.1% | +31.3% |
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