+229.8%
LUNR vs A
+29.6%
+200.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.4% | -3.3% | -3.9% |
| 7D | +0.5% | -4.4% | +4.9% | +3.2% |
| 30D | -5.3% | -2.7% | -2.7% | -3.8% |
| 3M | -45.6% | +7.0% | -52.7% | -48.3% |
| 6M | -17.4% | +24.6% | -42.0% | -29.7% |
| YTD | -7.9% | +7.0% | -15.0% | -14.2% |
| 1Y | +77.6% | +15.6% | +62.1% | +55.3% |
| All | +229.8% | +29.6% | +200.2% | +163.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling