+54.8%
LUNR vs APA
+76.6%
-21.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.0% | -7.7% | -4.7% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | -5.3% | +9.3% | -14.6% | -5.4% |
| 3M | -45.6% | +23.3% | -69.0% | -45.7% |
| 6M | -17.4% | +39.5% | -56.9% | -18.2% |
| YTD | -7.9% | +87.6% | -95.6% | -9.5% |
| 1Y | +77.6% | +114.2% | -36.6% | +74.8% |
| 3Y | +247.4% | +13.6% | +233.9% | +184.4% |
| All | +54.8% | +76.6% | -21.8% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling