+51.5%
LUNR vs ALHC
-41.3%
+92.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -2.1% |
| 7D | -0.5% | -5.8% | +5.3% | -0.3% |
| 30D | -11.3% | -3.3% | -8.0% | -11.2% |
| 3M | -44.9% | -37.9% | -7.0% | -43.8% |
| 6M | -17.3% | -29.5% | +12.2% | -16.4% |
| YTD | -9.9% | -35.4% | +25.5% | -8.6% |
| 1Y | +76.1% | -22.4% | +98.6% | +77.7% |
| 3Y | +240.0% | +146.3% | +93.7% | +228.4% |
| All | +51.5% | -41.3% | +92.8% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALHC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling