+344.5%
LUNR vs ALHC
+28.2%
+316.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.3% | +2.9% | +3.1% |
| 7D | +22.7% | -5.5% | +28.2% | +23.6% |
| 30D | -5.3% | -4.9% | -0.3% | -4.8% |
| 3M | -26.1% | -41.7% | +15.7% | -21.8% |
| 6M | -62.4% | -55.2% | -7.2% | -59.3% |
| YTD | -25.0% | -61.1% | +36.1% | -17.8% |
| 1Y | +29.0% | -53.3% | +82.4% | +37.9% |
| All | +344.5% | +28.2% | +316.4% | +185.3% |
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