+551.8%
LITE vs LUNR
+24.8%
+527.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +15.0% | -4.3% | +9.9% |
| 7D | -12.9% | +22.1% | -35.0% | -13.8% |
| 30D | -46.0% | -8.7% | -37.2% | -45.7% |
| 3M | -33.0% | -26.6% | -6.4% | -32.0% |
| 6M | -34.0% | -58.4% | +24.4% | -31.6% |
| YTD | +61.7% | -25.8% | +87.6% | +63.1% |
| 1Y | +148.3% | +25.5% | +122.7% | +145.8% |
| 3Y | +1,408.5% | +300.0% | +1,108.5% | +1,398.4% |
| All | +551.8% | +24.8% | +527.0% | +566.1% |
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