+264.7%
LUNR vs ACGL
+29.4%
+235.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.4% | +8.3% | +5.6% |
| 7D | +6.5% | -2.9% | +9.5% | +6.2% |
| 30D | -4.4% | -2.8% | -1.6% | -4.7% |
| 3M | -47.3% | +6.8% | -54.1% | -47.3% |
| 6M | -11.1% | -1.5% | -9.5% | -10.9% |
| YTD | -3.4% | -0.2% | -3.2% | -4.0% |
| 1Y | +85.8% | +5.3% | +80.5% | +82.0% |
| 3Y | +264.7% | +30.3% | +234.4% | +241.5% |
| All | +264.7% | +29.4% | +235.3% | +241.5% |
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