+51.5%
LUNR vs ALC
-18.7%
+70.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.9% |
| 7D | -0.5% | -7.7% | +7.1% | +0.2% |
| 30D | -11.3% | -11.7% | +0.4% | -10.2% |
| 3M | -44.9% | +0.7% | -45.6% | -45.1% |
| 6M | -17.3% | -17.1% | -0.2% | -15.2% |
| YTD | -9.9% | -15.1% | +5.2% | -8.3% |
| 1Y | +76.1% | -14.1% | +90.3% | +78.7% |
| 3Y | +240.0% | -18.2% | +258.2% | +253.3% |
| All | +51.5% | -18.7% | +70.2% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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