+35.0%
LUNR vs ACWI
+59.4%
-24.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.6% | +7.6% | +7.7% |
| 7D | +51.2% | +2.7% | +48.5% | +46.8% |
| 30D | +7.0% | -2.6% | +9.6% | +11.6% |
| 3M | -23.1% | -3.2% | -20.0% | -18.9% |
| 6M | -59.4% | +1.9% | -61.3% | -58.8% |
| YTD | -19.7% | +11.3% | -31.1% | -24.4% |
| 1Y | +39.5% | +11.7% | +27.8% | +31.8% |
| 3Y | +357.2% | +74.4% | +282.8% | +307.0% |
| All | +35.0% | +59.4% | -24.4% | +25.0% |
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