+300.0%
LUNR vs ACGL
+35.1%
+264.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.8% | +14.2% | +15.2% |
| 7D | +22.1% | -1.1% | +23.2% | +21.9% |
| 30D | -8.7% | +13.1% | -21.9% | -6.4% |
| 3M | -26.6% | +9.8% | -36.4% | -24.9% |
| 6M | -58.4% | +15.3% | -73.7% | -57.3% |
| YTD | -25.8% | +12.7% | -38.5% | -24.3% |
| 1Y | +25.5% | +20.7% | +4.8% | +25.9% |
| 3Y | +300.0% | +34.3% | +265.7% | +289.8% |
| All | +300.0% | +35.1% | +264.9% | +289.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling