+75.9%
LUNR vs ABCL
+186.8%
-110.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +1.3% |
| 7D | -3.6% | +0.7% | -4.3% | -3.9% |
| 30D | +5.9% | +93.1% | -87.2% | -26.7% |
| 3M | -56.0% | +79.4% | -135.4% | -68.8% |
| 6M | -20.5% | +214.9% | -235.3% | -61.4% |
| YTD | -8.7% | +234.2% | -243.0% | -58.0% |
| 1Y | +75.9% | +174.8% | -98.9% | -6.2% |
| All | +75.9% | +186.8% | -110.9% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling