+57.3%
LLY vs LUNR
-9.9%
+67.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.2% | +5.9% | +0.7% |
| 7D | +10.1% | -14.3% | +24.4% | +10.2% |
| 30D | +24.0% | -30.5% | +54.6% | +24.5% |
| 3M | +27.3% | -28.9% | +56.1% | +27.5% |
| 6M | +47.0% | -60.8% | +107.8% | +49.9% |
| YTD | +32.6% | -38.8% | +71.4% | +34.8% |
| 1Y | +57.3% | -4.5% | +61.9% | +59.5% |
| All | +57.3% | -9.9% | +67.2% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling