+144.0%
JPM vs LUNR
+48.7%
+95.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +0.8% |
| 7D | -0.7% | -3.1% | +2.4% | -0.7% |
| 30D | -2.5% | -15.3% | +12.9% | -2.3% |
| 3M | +14.1% | -53.2% | +67.3% | +14.7% |
| 6M | +25.1% | -22.2% | +47.3% | +25.0% |
| YTD | +12.1% | -11.6% | +23.7% | +11.8% |
| 1Y | +18.8% | +68.4% | -49.6% | +17.9% |
| 3Y | +163.4% | +216.8% | -53.4% | +163.5% |
| All | +144.0% | +48.7% | +95.3% | +141.0% |
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