+178.0%
LNG vs LUNR
+48.7%
+129.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -4.7% | -3.1% | -1.6% | -4.7% |
| 30D | +3.8% | -15.3% | +19.2% | +3.8% |
| 3M | +16.2% | -53.2% | +69.3% | +16.4% |
| 6M | +11.7% | -22.2% | +33.9% | +11.6% |
| YTD | +44.2% | -11.6% | +55.8% | +44.0% |
| 1Y | +18.6% | +68.4% | -49.9% | +18.2% |
| 3Y | +77.4% | +216.8% | -139.4% | +78.9% |
| All | +178.0% | +48.7% | +129.3% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling