+53.5%
LUNR vs ALC
-13.8%
+67.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +1.0% |
| 7D | -3.6% | -2.1% | -1.5% | -3.4% |
| 30D | +5.9% | -0.1% | +6.0% | +5.8% |
| 3M | -56.0% | +5.9% | -61.8% | -56.3% |
| 6M | -20.5% | -15.9% | -4.5% | -18.3% |
| YTD | -8.7% | -10.1% | +1.4% | -7.6% |
| 1Y | +75.9% | -10.2% | +86.1% | +77.9% |
| 3Y | +202.9% | -13.6% | +216.4% | +212.7% |
| All | +53.5% | -13.8% | +67.3% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling