+229.8%
LUNR vs ALHC
+151.5%
+78.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.2% | -1.5% | -4.3% |
| 7D | +0.5% | -4.1% | +4.7% | +1.0% |
| 30D | -5.3% | -5.4% | +0.1% | -4.8% |
| 3M | -45.6% | -32.1% | -13.5% | -43.4% |
| 6M | -17.4% | -28.5% | +11.1% | -15.4% |
| YTD | -7.9% | -34.0% | +26.1% | -4.8% |
| 1Y | +77.6% | -20.9% | +98.6% | +79.6% |
| All | +229.8% | +151.5% | +78.3% | +143.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling