+34.7%
LUNR vs APA
+91.8%
-57.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.9% | -0.2% |
| 7D | +24.2% | +8.5% | +15.6% | +24.1% |
| 30D | +18.0% | +2.8% | +15.2% | +17.9% |
| 3M | -26.0% | +21.7% | -47.7% | -26.1% |
| 6M | -63.6% | +32.6% | -96.2% | -63.6% |
| YTD | -19.9% | +103.7% | -123.6% | -21.3% |
| 1Y | +50.1% | +101.8% | -51.7% | +47.4% |
| 3Y | +374.5% | +48.1% | +326.4% | +306.2% |
| All | +34.7% | +91.8% | -57.1% | +18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling