+264.7%
LUNR vs ACWI
+77.6%
+187.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.3% | +7.2% |
| 7D | +6.5% | +1.1% | +5.4% | +3.2% |
| 30D | -4.4% | -0.2% | -4.2% | -3.8% |
| 3M | -47.3% | +4.7% | -52.0% | -52.9% |
| 6M | -11.1% | +14.5% | -25.5% | -35.7% |
| YTD | -3.4% | +14.6% | -18.0% | -30.4% |
| 1Y | +85.8% | +21.4% | +64.3% | +18.3% |
| 3Y | +264.7% | +77.6% | +187.1% | +13.8% |
| All | +264.7% | +77.6% | +187.0% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling