+62.5%
LUNR vs ACM
-5.3%
+67.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.7% | +6.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.6% |
| 30D | -4.4% | -12.9% | +8.5% | +1.6% |
| 3M | -47.3% | -6.4% | -40.9% | -46.6% |
| 6M | -11.1% | -29.2% | +18.2% | +6.5% |
| YTD | -3.4% | -29.9% | +26.6% | +16.9% |
| 1Y | +85.8% | -47.3% | +133.0% | +165.7% |
| 3Y | +264.7% | -19.6% | +284.3% | +357.5% |
| All | +62.5% | -5.3% | +67.8% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling