+229.8%
LUNR vs ALC
-16.2%
+246.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.3% |
| 7D | +0.5% | -5.3% | +5.8% | +2.8% |
| 30D | -5.3% | -7.1% | +1.7% | -2.5% |
| 3M | -45.6% | +0.8% | -46.4% | -46.4% |
| 6M | -17.4% | -16.0% | -1.4% | -10.3% |
| YTD | -7.9% | -12.7% | +4.8% | -3.8% |
| 1Y | +77.6% | -12.8% | +90.5% | +84.5% |
| All | +229.8% | -16.2% | +246.0% | +227.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling