+48.7%
LUNR vs AME
+76.7%
-28.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.3% | -5.1% | -3.7% |
| 7D | -3.1% | +1.7% | -4.9% | -4.1% |
| 30D | -15.3% | -6.4% | -8.9% | -12.2% |
| 3M | -53.2% | +7.1% | -60.2% | -54.9% |
| 6M | -22.2% | +8.2% | -30.4% | -25.5% |
| YTD | -11.6% | +18.2% | -29.8% | -18.5% |
| 1Y | +68.4% | +26.7% | +41.7% | +50.9% |
| 3Y | +216.8% | +60.7% | +156.1% | +185.7% |
| All | +48.7% | +76.7% | -28.0% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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