+300.0%
LUNR vs ALK
+21.9%
+278.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +7.1% | +7.9% | +10.9% |
| 7D | +22.1% | +8.9% | +13.2% | +16.1% |
| 30D | -8.7% | +5.9% | -14.7% | -12.2% |
| 3M | -26.6% | -16.5% | -10.1% | -19.2% |
| 6M | -58.4% | +2.1% | -60.5% | -60.1% |
| YTD | -25.8% | -17.1% | -8.7% | -20.7% |
| 1Y | +25.5% | -2.9% | +28.4% | +22.1% |
| 3Y | +300.0% | +24.5% | +275.5% | +347.1% |
| All | +300.0% | +21.9% | +278.1% | +347.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling