+229.8%
LUNR vs ALM
+2,150.5%
-1,920.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.1% | -0.6% | -3.6% |
| 7D | +0.5% | +3.6% | -3.1% | -0.4% |
| 30D | -5.3% | +33.8% | -39.1% | -12.7% |
| 3M | -45.6% | +14.8% | -60.4% | -48.0% |
| 6M | -17.4% | -7.0% | -10.4% | -17.8% |
| YTD | -7.9% | +108.1% | -116.0% | -21.0% |
| 1Y | +77.6% | +313.8% | -236.1% | +36.6% |
| All | +229.8% | +2,150.5% | -1,920.7% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling