+48.7%
LUNR vs ALB
-54.3%
+103.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.4% | +1.6% | -0.6% |
| 7D | -3.1% | -6.6% | +3.5% | -0.7% |
| 30D | -15.3% | -8.1% | -7.2% | -12.9% |
| 3M | -53.2% | -25.7% | -27.5% | -48.4% |
| 6M | -22.2% | -29.5% | +7.2% | -12.2% |
| YTD | -11.6% | -16.2% | +4.6% | -6.5% |
| 1Y | +68.4% | +59.2% | +9.2% | +44.9% |
| 3Y | +216.8% | -33.7% | +250.5% | +221.5% |
| All | +48.7% | -54.3% | +103.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling