+20.3%
JPM vs LUNR
+75.3%
-55.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.0% |
| 7D | +0.3% | -3.6% | +3.9% | +0.4% |
| 30D | -0.2% | +5.9% | -6.0% | -0.5% |
| 3M | +15.9% | -56.0% | +71.8% | +18.7% |
| 6M | +20.9% | -20.5% | +41.4% | +18.5% |
| YTD | +12.9% | -8.7% | +21.6% | +8.8% |
| 1Y | +20.3% | +75.9% | -55.6% | +17.8% |
| All | +20.3% | +75.3% | -55.0% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling