+53.5%
LUNR vs ALHC
-37.7%
+91.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.8% | +0.7% |
| 7D | -3.6% | -0.6% | -3.1% | -3.6% |
| 30D | +5.9% | -1.0% | +6.9% | +5.9% |
| 3M | -56.0% | -10.2% | -45.8% | -55.9% |
| 6M | -20.5% | -28.3% | +7.8% | -19.7% |
| YTD | -8.7% | -31.4% | +22.7% | -7.7% |
| 1Y | +75.9% | -16.9% | +92.8% | +77.0% |
| 3Y | +202.9% | +135.5% | +67.4% | +189.8% |
| All | +53.5% | -37.7% | +91.1% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling