+51.5%
LUNR vs ACM
-9.8%
+61.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -1.3% |
| 7D | -0.5% | -5.9% | +5.4% | +2.6% |
| 30D | -11.3% | -6.2% | -5.1% | -9.3% |
| 3M | -44.9% | -7.9% | -37.0% | -43.9% |
| 6M | -17.3% | -30.6% | +13.3% | -0.3% |
| YTD | -9.9% | -33.3% | +23.4% | +11.8% |
| 1Y | +76.1% | -49.2% | +125.3% | +156.6% |
| 3Y | +240.0% | -23.5% | +263.5% | +337.4% |
| All | +51.5% | -9.8% | +61.3% | +95.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling