+69.8%
LIN vs LUNR
+34.7%
+35.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +2.1% | +24.2% | -22.1% | +2.1% |
| 30D | +6.8% | +18.0% | -11.2% | +6.8% |
| 3M | +10.4% | -26.0% | +36.3% | +10.4% |
| 6M | +3.2% | -63.6% | +66.7% | +3.1% |
| YTD | +24.6% | -19.9% | +44.5% | +24.6% |
| 1Y | +24.4% | +50.1% | -25.7% | +24.3% |
| 3Y | +36.7% | +374.5% | -337.7% | +37.8% |
| All | +69.8% | +34.7% | +35.1% | +72.2% |
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