+34.7%
LUNR vs ALM
+386.5%
-351.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -8.0% | -2.0% |
| 7D | +24.2% | +1.2% | +22.9% | +23.7% |
| 30D | +18.0% | -19.3% | +37.3% | +23.9% |
| 3M | -26.0% | -40.6% | +14.7% | -17.0% |
| 6M | -63.6% | -57.9% | -5.7% | -56.4% |
| YTD | -19.9% | -6.7% | -13.2% | -14.9% |
| 1Y | +50.1% | +20.2% | +29.9% | +53.8% |
| 3Y | +374.5% | +879.4% | -505.0% | +259.0% |
| All | +34.7% | +386.5% | -351.7% | +2.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling