+374.5%
LUNR vs AG
+195.3%
+179.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.5% |
| 7D | +24.2% | -10.0% | +34.1% | +28.1% |
| 30D | +18.0% | -10.5% | +28.5% | +22.1% |
| 3M | -26.0% | -27.3% | +1.3% | -18.9% |
| 6M | -63.6% | -43.0% | -20.6% | -57.7% |
| YTD | -19.9% | -17.9% | -2.0% | -13.3% |
| 1Y | +50.1% | +11.9% | +38.2% | +54.7% |
| 3Y | +374.5% | +201.8% | +172.6% | +248.4% |
| All | +374.5% | +195.3% | +179.1% | +248.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling