+51.2%
LIN vs LUNR
+62.5%
-11.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +5.9% | -7.8% | -1.9% |
| 7D | -3.5% | +6.5% | -10.0% | -3.5% |
| 30D | -4.1% | -4.4% | +0.3% | -4.1% |
| 3M | -6.4% | -47.3% | +40.9% | -6.4% |
| 6M | -2.4% | -11.1% | +8.6% | -2.4% |
| YTD | +10.9% | -3.4% | +14.3% | +10.9% |
| 1Y | 0.0% | +85.8% | -85.8% | 0.0% |
| 3Y | +25.8% | +264.7% | -238.8% | +26.5% |
| All | +51.2% | +62.5% | -11.3% | +53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling