+54.8%
LUNR vs ALC
-16.4%
+71.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.6% |
| 7D | +0.5% | -5.3% | +5.8% | +1.1% |
| 30D | -5.3% | -7.1% | +1.7% | -4.7% |
| 3M | -45.6% | +0.8% | -46.4% | -45.8% |
| 6M | -17.4% | -16.0% | -1.4% | -15.3% |
| YTD | -7.9% | -12.7% | +4.8% | -6.5% |
| 1Y | +77.6% | -12.8% | +90.5% | +80.1% |
| 3Y | +247.4% | -15.8% | +263.3% | +260.0% |
| All | +54.8% | -16.4% | +71.2% | +70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling