-11.3%
LOW vs LUNR
+54.8%
-66.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.7% | +3.6% | -1.1% |
| 7D | -0.6% | +0.5% | -1.2% | -0.6% |
| 30D | -9.3% | -5.3% | -3.9% | -9.2% |
| 3M | -8.1% | -45.6% | +37.5% | -7.7% |
| 6M | -19.8% | -17.4% | -2.4% | -19.8% |
| YTD | -16.4% | -7.9% | -8.4% | -16.6% |
| 1Y | -24.7% | +77.6% | -102.3% | -25.3% |
| 3Y | -8.8% | +247.4% | -256.3% | -10.2% |
| All | -11.3% | +54.8% | -66.1% | -11.5% |
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 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