+216.8%
LUNR vs AJG
+8.2%
+208.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.7% |
| 7D | -3.1% | -8.3% | +5.2% | -2.4% |
| 30D | -15.3% | -5.7% | -9.7% | -15.1% |
| 3M | -53.2% | +9.1% | -62.2% | -55.0% |
| 6M | -22.2% | +15.2% | -37.4% | -26.8% |
| YTD | -11.6% | -6.3% | -5.3% | -9.0% |
| 1Y | +68.4% | -19.1% | +87.5% | +90.2% |
| 3Y | +216.8% | +8.2% | +208.5% | +207.2% |
| All | +216.8% | +8.2% | +208.6% | +207.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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