-62.4%
LUNR vs ACGL
+16.0%
-78.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.2% |
| 7D | +22.7% | -1.4% | +24.0% | +20.3% |
| 30D | -5.3% | +12.4% | -17.6% | +17.5% |
| 3M | -26.1% | +11.1% | -37.2% | -9.3% |
| 6M | -62.4% | +16.3% | -78.8% | -45.0% |
| All | -62.4% | +16.0% | -78.4% | -45.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling