+216.8%
LUNR vs AMCR
+6.5%
+210.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.0% |
| 7D | -3.1% | -6.3% | +3.2% | +0.4% |
| 30D | -15.3% | -7.8% | -7.5% | -11.6% |
| 3M | -53.2% | +7.5% | -60.7% | -56.0% |
| 6M | -22.2% | +2.7% | -24.9% | -24.8% |
| YTD | -11.6% | +6.0% | -17.6% | -18.3% |
| 1Y | +68.4% | +7.8% | +60.6% | +52.6% |
| 3Y | +216.8% | +5.8% | +211.0% | +167.7% |
| All | +216.8% | +6.5% | +210.3% | +167.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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