+264.7%
LUNR vs ALK
+1.7%
+263.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.1% | +9.0% | +7.7% |
| 7D | +6.5% | +0.1% | +6.4% | +6.3% |
| 30D | -4.4% | -18.5% | +14.1% | +7.2% |
| 3M | -47.3% | -3.6% | -43.7% | -47.6% |
| 6M | -11.1% | -3.7% | -7.4% | -12.8% |
| YTD | -3.4% | -19.0% | +15.6% | +5.1% |
| 1Y | +85.8% | -36.0% | +121.8% | +131.7% |
| 3Y | +264.7% | +2.3% | +262.3% | +286.5% |
| All | +264.7% | +1.7% | +263.0% | +286.5% |
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