+26.2%
LUNR vs AR
+93.9%
-67.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.5% | +1.6% | +3.0% |
| 7D | +22.7% | +2.1% | +20.6% | +22.4% |
| 30D | -5.3% | +4.5% | -9.8% | -5.7% |
| 3M | -26.1% | +1.0% | -27.1% | -26.3% |
| 6M | -62.4% | +4.4% | -66.9% | -62.8% |
| YTD | -25.0% | +10.9% | -35.8% | -26.9% |
| 1Y | +29.0% | +8.6% | +20.5% | +26.2% |
| 3Y | +327.4% | +48.5% | +278.9% | +319.9% |
| All | +26.2% | +93.9% | -67.6% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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