+229.8%
LUNR vs AG
+278.6%
-48.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.3% |
| 7D | +0.5% | -0.1% | +0.6% | +0.5% |
| 30D | -5.3% | +12.5% | -17.8% | -8.7% |
| 3M | -45.6% | +28.2% | -73.8% | -49.5% |
| 6M | -17.4% | -18.8% | +1.5% | -14.7% |
| YTD | -7.9% | +27.4% | -35.3% | -12.4% |
| 1Y | +77.6% | +132.2% | -54.5% | +53.3% |
| All | +229.8% | +278.6% | -48.8% | +127.7% |
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