+34.7%
LUNR vs ALLY
-6.3%
+41.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +24.2% | +0.4% | +23.8% | +24.0% |
| 30D | +18.0% | +5.2% | +12.7% | +15.7% |
| 3M | -26.0% | -13.3% | -12.7% | -22.3% |
| 6M | -63.6% | -6.7% | -56.9% | -62.7% |
| YTD | -19.9% | -12.8% | -7.1% | -16.5% |
| 1Y | +50.1% | +0.7% | +49.4% | +49.9% |
| 3Y | +374.5% | +65.2% | +309.2% | +384.1% |
| All | +34.7% | -6.3% | +41.0% | +33.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling