+53.5%
LUNR vs ACWI
+64.9%
-11.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.8% |
| 7D | -3.6% | +0.5% | -4.1% | -4.2% |
| 30D | +5.9% | +0.9% | +5.0% | +5.0% |
| 3M | -56.0% | +2.4% | -58.4% | -56.6% |
| 6M | -20.5% | +12.4% | -32.8% | -27.7% |
| YTD | -8.7% | +15.2% | -23.9% | -18.6% |
| 1Y | +75.9% | +22.7% | +53.2% | +51.1% |
| 3Y | +202.9% | +75.8% | +127.1% | +150.7% |
| All | +53.5% | +64.9% | -11.4% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling