+76.1%
LUNR vs ALM
+279.2%
-203.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.6% | +7.5% | +2.4% |
| 7D | -0.5% | -7.1% | +6.6% | +2.7% |
| 30D | -11.3% | +24.7% | -36.0% | -20.8% |
| 3M | -44.9% | +8.3% | -53.2% | -48.2% |
| 6M | -17.3% | -22.2% | +4.9% | -13.2% |
| YTD | -9.9% | +88.1% | -98.0% | -30.4% |
| 1Y | +76.1% | +272.4% | -196.2% | +20.5% |
| All | +76.1% | +279.2% | -203.0% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling