+53.5%
LUNR vs ALLY
+6.0%
+47.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -3.6% | +3.7% | -7.3% | -4.9% |
| 30D | +5.9% | -2.3% | +8.1% | +6.7% |
| 3M | -56.0% | +3.8% | -59.8% | -56.6% |
| 6M | -20.5% | +9.7% | -30.2% | -23.1% |
| YTD | -8.7% | -1.4% | -7.3% | -8.8% |
| 1Y | +75.9% | +8.2% | +67.7% | +71.5% |
| 3Y | +202.9% | +66.5% | +136.4% | +189.2% |
| All | +53.5% | +6.0% | +47.4% | +45.3% |
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