+26.2%
LUNR vs AMC
-99.2%
+125.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +22.7% | -2.8% | +25.5% | +23.2% |
| 30D | -5.3% | +14.0% | -19.3% | -6.3% |
| 3M | -26.1% | +42.5% | -68.6% | -28.4% |
| 6M | -62.4% | +142.6% | -205.0% | -66.0% |
| YTD | -25.0% | +119.2% | -144.2% | -32.1% |
| 1Y | +29.0% | +40.7% | -11.7% | +21.8% |
| 3Y | +327.4% | -57.3% | +384.7% | +323.1% |
| All | +26.2% | -99.2% | +125.4% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 AMC 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