+51.5%
LUNR vs ALM
+880.6%
-829.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | -0.1% |
| 7D | -0.5% | -7.1% | +6.6% | +1.0% |
| 30D | -11.3% | +24.7% | -36.0% | -15.5% |
| 3M | -44.9% | +8.3% | -53.2% | -46.2% |
| 6M | -17.3% | -22.2% | +4.9% | -14.7% |
| YTD | -9.9% | +88.1% | -98.0% | -18.0% |
| 1Y | +76.1% | +272.4% | -196.2% | +48.1% |
| 3Y | +240.0% | +2,004.1% | -1,764.1% | +120.2% |
| All | +51.5% | +880.6% | -829.1% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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