+48.7%
LUNR vs AG
+45.5%
+3.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.2% |
| 7D | -3.1% | -6.7% | +3.6% | -1.7% |
| 30D | -15.3% | +2.2% | -17.5% | -16.0% |
| 3M | -53.2% | +15.7% | -68.9% | -54.8% |
| 6M | -22.2% | -23.8% | +1.6% | -19.1% |
| YTD | -11.6% | +17.6% | -29.2% | -13.2% |
| 1Y | +68.4% | +88.6% | -20.2% | +56.1% |
| 3Y | +216.8% | +253.4% | -36.7% | +163.6% |
| All | +48.7% | +45.5% | +3.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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