+35.0%
LUNR vs ALHC
-65.5%
+100.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.4% | +7.1% |
| 7D | +51.2% | -0.8% | +52.0% | +51.1% |
| 30D | +7.0% | -9.6% | +16.6% | +7.5% |
| 3M | -23.1% | -44.5% | +21.4% | -21.4% |
| 6M | -59.4% | -59.2% | -0.2% | -58.0% |
| YTD | -19.7% | -62.0% | +42.3% | -16.9% |
| 1Y | +39.5% | -54.8% | +94.3% | +43.6% |
| 3Y | +357.2% | +25.0% | +332.2% | +344.2% |
| All | +35.0% | -65.5% | +100.5% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling