+35.0%
LUNR vs ACM
+1.1%
+34.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.2% | +7.2% | +7.1% |
| 7D | +51.2% | +5.1% | +46.1% | +47.7% |
| 30D | +7.0% | +18.7% | -11.7% | -1.7% |
| 3M | -23.1% | +15.5% | -38.6% | -29.0% |
| 6M | -59.4% | +1.2% | -60.6% | -60.7% |
| YTD | -19.7% | -25.2% | +5.5% | -5.9% |
| 1Y | +39.5% | -46.3% | +85.8% | +97.5% |
| 3Y | +357.2% | -9.6% | +366.7% | +459.2% |
| All | +35.0% | +1.1% | +34.0% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling