+216.8%
LUNR vs AIG
+33.9%
+182.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | -3.1% | -1.2% | -2.0% | -2.9% |
| 30D | -15.3% | -1.1% | -14.3% | -15.2% |
| 3M | -53.2% | +0.7% | -53.8% | -53.5% |
| 6M | -22.2% | -2.2% | -20.1% | -22.4% |
| YTD | -11.6% | -10.8% | -0.7% | -8.7% |
| 1Y | +68.4% | -2.0% | +70.4% | +65.9% |
| 3Y | +216.8% | +34.8% | +181.9% | +187.6% |
| All | +216.8% | +33.9% | +182.9% | +187.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling