+22.4%
LUNR vs ACGL
+170.9%
-148.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.9% | -1.7% |
| 7D | +12.7% | +1.3% | +11.4% | +13.1% |
| 30D | -10.5% | +14.2% | -24.7% | -7.8% |
| 3M | -25.2% | +11.1% | -36.2% | -23.1% |
| 6M | -59.2% | +16.4% | -75.6% | -57.7% |
| YTD | -27.2% | +13.8% | -41.0% | -24.7% |
| 1Y | +19.7% | +21.6% | -1.9% | +23.9% |
| 3Y | +314.4% | +33.5% | +280.8% | +341.2% |
| All | +22.4% | +170.9% | -148.5% | +39.2% |
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