+100.6%
JCI vs LUNR
+48.7%
+51.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.1% | +2.3% |
| 7D | +0.7% | -3.1% | +3.8% | +0.8% |
| 30D | -4.4% | -15.3% | +10.9% | -4.3% |
| 3M | +1.7% | -53.2% | +54.8% | +2.4% |
| 6M | +8.8% | -22.2% | +31.0% | +8.8% |
| YTD | +22.6% | -11.6% | +34.2% | +22.3% |
| 1Y | +36.2% | +68.4% | -32.2% | +35.0% |
| 3Y | +168.0% | +216.8% | -48.8% | +167.3% |
| All | +100.6% | +48.7% | +51.9% | +106.2% |
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