+54.8%
LUNR vs ALK
-24.8%
+79.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.4% |
| 7D | +0.5% | -3.0% | +3.5% | +1.5% |
| 30D | -5.3% | -14.6% | +9.3% | -0.3% |
| 3M | -45.6% | -10.6% | -35.0% | -43.9% |
| 6M | -17.4% | -6.7% | -10.7% | -16.8% |
| YTD | -7.9% | -19.8% | +11.8% | -2.5% |
| 1Y | +77.6% | -35.2% | +112.9% | +98.4% |
| 3Y | +247.4% | +1.4% | +246.1% | +274.5% |
| All | +54.8% | -24.8% | +79.7% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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