+142.9%
JPM vs LUNR
+54.8%
+88.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.1% | +0.4% |
| 7D | -0.4% | +0.5% | -1.0% | -0.4% |
| 30D | -1.4% | -5.3% | +3.9% | -1.4% |
| 3M | +13.9% | -45.6% | +59.6% | +14.4% |
| 6M | +23.5% | -17.4% | +40.9% | +23.4% |
| YTD | +11.6% | -7.9% | +19.6% | +11.3% |
| 1Y | +21.4% | +77.6% | -56.3% | +20.4% |
| 3Y | +163.4% | +247.4% | -84.0% | +163.5% |
| All | +142.9% | +54.8% | +88.1% | +139.9% |
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