+246.1%
LUNR vs ACM
-19.8%
+266.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.7% |
| 30D | -4.4% | -12.9% | +8.5% | +5.5% |
| 3M | -47.3% | -6.4% | -40.9% | -46.6% |
| 6M | -11.1% | -29.2% | +18.2% | +20.9% |
| YTD | -3.4% | -29.9% | +26.6% | +32.1% |
| 1Y | +85.8% | -47.3% | +133.0% | +256.1% |
| All | +246.1% | -19.8% | +266.0% | +304.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling