+35.0%
LUNR vs ALLY
-7.0%
+42.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.7% | +7.7% | +7.2% |
| 7D | +51.2% | -2.1% | +53.3% | +52.2% |
| 30D | +7.0% | +2.0% | +5.0% | +6.1% |
| 3M | -23.1% | -13.3% | -9.8% | -19.3% |
| 6M | -59.4% | -9.9% | -49.5% | -58.0% |
| YTD | -19.7% | -13.5% | -6.2% | -16.1% |
| 1Y | +39.5% | -2.8% | +42.3% | +41.0% |
| 3Y | +357.2% | +63.4% | +293.8% | +367.6% |
| All | +35.0% | -7.0% | +42.0% | +33.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling