+54.8%
LUNR vs ACWI
+63.1%
-8.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.0% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -5.3% | -0.6% | -4.7% | -4.6% |
| 3M | -45.6% | +4.3% | -49.9% | -47.5% |
| 6M | -17.4% | +12.7% | -30.0% | -24.9% |
| YTD | -7.9% | +13.9% | -21.9% | -16.9% |
| 1Y | +77.6% | +20.5% | +57.1% | +55.3% |
| 3Y | +247.4% | +76.5% | +170.9% | +193.4% |
| All | +54.8% | +63.1% | -8.3% | +37.4% |
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