+54.8%
LUNR vs ALLY
+1.4%
+53.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.7% | -4.3% |
| 7D | +0.5% | -1.9% | +2.5% | +1.1% |
| 30D | -5.3% | -4.5% | -0.8% | -3.9% |
| 3M | -45.6% | -2.8% | -42.8% | -45.2% |
| 6M | -17.4% | +10.3% | -27.7% | -20.3% |
| YTD | -7.9% | -5.7% | -2.3% | -6.6% |
| 1Y | +77.6% | +3.9% | +73.7% | +75.5% |
| 3Y | +247.4% | +64.7% | +182.7% | +238.9% |
| All | +54.8% | +1.4% | +53.4% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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