+75.9%
LUNR vs ACM
-45.8%
+121.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -3.6% | -3.7% | +0.1% | -2.1% |
| 30D | +5.9% | -11.1% | +17.0% | +11.9% |
| 3M | -56.0% | -8.0% | -48.0% | -54.4% |
| 6M | -20.5% | -29.7% | +9.2% | +4.5% |
| YTD | -8.7% | -29.4% | +20.6% | +19.9% |
| 1Y | +75.9% | -46.4% | +122.3% | +202.6% |
| All | +75.9% | -45.8% | +121.7% | +202.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling