+22.4%
LUNR vs ACWI
+58.5%
-36.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | +12.7% | -0.2% | +12.9% | +13.7% |
| 30D | -10.5% | -3.3% | -7.2% | -5.8% |
| 3M | -25.2% | -3.4% | -21.8% | -20.7% |
| 6M | -59.2% | +0.8% | -60.0% | -58.2% |
| YTD | -27.2% | +10.7% | -37.9% | -30.9% |
| 1Y | +19.7% | +11.6% | +8.1% | +13.4% |
| 3Y | +314.4% | +73.4% | +241.0% | +271.6% |
| All | +22.4% | +58.5% | -36.1% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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