+62.5%
LUNR vs A
-6.1%
+68.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.7% | +8.5% | +6.5% |
| 7D | +6.5% | -2.1% | +8.6% | +7.0% |
| 30D | -4.4% | +0.6% | -5.0% | -4.5% |
| 3M | -47.3% | +10.9% | -58.2% | -48.7% |
| 6M | -11.1% | +28.2% | -39.2% | -16.9% |
| YTD | -3.4% | +8.6% | -12.0% | -6.5% |
| 1Y | +85.8% | +15.5% | +70.3% | +77.3% |
| 3Y | +264.7% | +31.8% | +232.8% | +254.0% |
| All | +62.5% | -6.1% | +68.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded A 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling