+53.5%
LUNR vs ALM
+939.8%
-886.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.3% | +1.1% |
| 7D | -3.6% | -2.6% | -1.0% | -3.1% |
| 30D | +5.9% | +32.0% | -26.1% | -0.3% |
| 3M | -56.0% | -15.0% | -40.9% | -54.9% |
| 6M | -20.5% | -10.1% | -10.3% | -20.0% |
| YTD | -8.7% | +99.4% | -108.2% | -17.9% |
| 1Y | +75.9% | +316.4% | -240.5% | +45.2% |
| 3Y | +202.9% | +2,022.0% | -1,819.1% | +93.9% |
| All | +53.5% | +939.8% | -886.3% | -1.2% |
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