+161.4%
JPM vs LUNR
+234.6%
-73.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -2.3% | -11.3% | +8.9% | -1.9% |
| 3M | +14.9% | -44.9% | +59.8% | +17.4% |
| 6M | +23.6% | -17.3% | +40.9% | +22.4% |
| YTD | +11.3% | -9.9% | +21.2% | +9.0% |
| 1Y | +19.9% | +76.1% | -56.3% | +12.8% |
| All | +161.4% | +234.6% | -73.1% | +134.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling