+32.7%
LUNR vs ADVB
-89.4%
+122.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -5.3% | +0.6% | -4.8% |
| 7D | +0.5% | -13.0% | +13.5% | +0.3% |
| 30D | -5.3% | +7.5% | -12.8% | -5.2% |
| 3M | -45.6% | +129.1% | -174.7% | -45.6% |
| 6M | -17.4% | +71.7% | -89.1% | -20.0% |
| YTD | -7.9% | +45.5% | -53.5% | -9.5% |
| 1Y | +77.6% | -2.7% | +80.4% | +76.8% |
| All | +32.7% | -89.4% | +122.1% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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