+374.5%
LUNR vs ALC
+4.4%
+370.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.2% | -3.4% | -1.1% |
| 7D | +24.2% | -1.1% | +25.3% | +24.5% |
| 30D | +18.0% | +16.0% | +1.9% | +11.2% |
| 3M | -26.0% | +0.8% | -26.8% | -26.6% |
| 6M | -63.6% | +16.8% | -80.4% | -66.6% |
| YTD | -19.9% | -5.5% | -14.4% | -19.2% |
| 1Y | +50.1% | -5.3% | +55.4% | +50.8% |
| 3Y | +374.5% | +4.1% | +370.4% | +396.2% |
| All | +374.5% | +4.4% | +370.1% | +396.2% |
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 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