+314.4%
LUNR vs AR
+42.3%
+272.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +4.3% | +8.5% | +11.6% |
| 7D | +12.7% | -5.8% | +18.5% | +14.6% |
| 30D | -10.5% | +4.8% | -15.3% | -11.6% |
| 3M | -25.2% | +1.5% | -26.7% | -25.8% |
| 6M | -59.2% | +4.7% | -63.9% | -60.3% |
| YTD | -27.2% | +9.2% | -36.4% | -32.1% |
| 1Y | +19.7% | +11.2% | +8.5% | +10.6% |
| 3Y | +314.4% | +46.2% | +268.1% | +257.5% |
| All | +314.4% | +42.3% | +272.1% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling