+46.2%
LUNR vs AMRZ
-20.3%
+66.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.6% |
| 7D | -0.5% | -8.1% | +7.6% | +2.6% |
| 30D | -11.3% | -14.8% | +3.6% | -5.7% |
| 3M | -44.9% | -19.7% | -25.2% | -41.2% |
| 6M | -17.3% | -30.8% | +13.5% | -4.8% |
| YTD | -9.9% | -24.3% | +14.4% | -1.2% |
| 1Y | +76.1% | -24.0% | +100.2% | +85.2% |
| All | +46.2% | -20.3% | +66.5% | +49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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