+22.6%
LHX vs LUNR
+48.7%
-26.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -1.1% |
| 7D | -4.3% | -3.1% | -1.1% | -4.2% |
| 30D | -15.1% | -15.3% | +0.2% | -15.0% |
| 3M | -21.0% | -53.2% | +32.2% | -20.5% |
| 6M | -32.0% | -22.2% | -9.8% | -32.0% |
| YTD | -15.3% | -11.6% | -3.7% | -15.4% |
| 1Y | -11.1% | +68.4% | -79.5% | -11.4% |
| 3Y | +54.0% | +216.8% | -162.8% | +53.0% |
| All | +22.6% | +48.7% | -26.1% | +25.9% |
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 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