-12.1%
LOW vs LUNR
+48.7%
-60.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +2.0% | +0.1% |
| 7D | -3.7% | -3.1% | -0.6% | -3.7% |
| 30D | -8.9% | -15.3% | +6.5% | -8.8% |
| 3M | -10.4% | -53.2% | +42.8% | -10.0% |
| 6M | -19.4% | -22.2% | +2.8% | -19.4% |
| YTD | -17.1% | -11.6% | -5.5% | -17.3% |
| 1Y | -26.3% | +68.4% | -94.7% | -26.8% |
| 3Y | -9.9% | +216.8% | -226.7% | -11.2% |
| All | -12.1% | +48.7% | -60.8% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling