+68.4%
LUNR vs APA
+101.6%
-33.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.3% | -1.9% |
| 7D | -3.1% | +4.6% | -7.7% | -3.4% |
| 30D | -15.3% | +11.9% | -27.2% | -16.0% |
| 3M | -53.2% | +22.5% | -75.6% | -53.8% |
| 6M | -22.2% | +37.5% | -59.8% | -29.5% |
| YTD | -11.6% | +87.2% | -98.7% | -27.7% |
| 1Y | +68.4% | +101.4% | -33.0% | +42.3% |
| All | +68.4% | +101.6% | -33.2% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 1y: compounded portfolio wealth divided by compounded APA 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…
1y analysis · Full analysis span regression · 6 months rolling