+35.0%
LUNR vs ACGL
+171.1%
-136.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.1% | +6.9% | +7.0% |
| 7D | +51.2% | -1.2% | +52.4% | +50.9% |
| 30D | +7.0% | +12.8% | -5.8% | +10.0% |
| 3M | -23.1% | +12.3% | -35.4% | -20.9% |
| 6M | -59.4% | +15.8% | -75.2% | -57.9% |
| YTD | -19.7% | +13.9% | -33.6% | -16.9% |
| 1Y | +39.5% | +19.0% | +20.5% | +44.4% |
| 3Y | +357.2% | +33.7% | +323.5% | +386.9% |
| All | +35.0% | +171.1% | -136.1% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling