+264.7%
LUNR vs ALLY
+69.8%
+194.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.3% | +9.2% | +9.0% |
| 7D | +6.5% | +1.0% | +5.5% | +5.1% |
| 30D | -4.4% | -3.3% | -1.1% | -1.6% |
| 3M | -47.3% | +0.5% | -47.7% | -48.2% |
| 6M | -11.1% | +12.6% | -23.7% | -22.3% |
| YTD | -3.4% | -4.7% | +1.3% | -1.7% |
| 1Y | +85.8% | +5.2% | +80.6% | +73.0% |
| 3Y | +264.7% | +66.5% | +198.2% | +108.9% |
| All | +264.7% | +69.8% | +194.8% | +108.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling