-4.5%
LUNR vs AIG
+6.0%
-10.5%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.5% | -6.7% | -4.4% |
| 7D | -14.3% | +2.3% | -16.6% | -13.1% |
| 30D | -30.5% | +8.8% | -39.3% | -27.3% |
| 3M | -28.9% | +3.7% | -32.6% | -26.6% |
| 6M | -60.8% | +6.8% | -67.6% | -58.7% |
| YTD | -38.8% | -2.6% | -36.2% | -35.6% |
| 1Y | -4.5% | +3.7% | -8.3% | -0.8% |
| All | -4.5% | +6.0% | -10.5% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling