+183.7%
LUNR vs AS
+134.9%
+48.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +0.5% | +21.0% | +21.2% |
| 7D | -1.9% | +6.9% | -8.8% | -5.7% |
| 30D | -27.3% | +16.0% | -43.3% | -33.6% |
| 3M | -29.9% | -12.8% | -17.0% | -25.1% |
| 6M | -60.2% | -15.4% | -44.9% | -57.4% |
| YTD | -35.5% | -15.7% | -19.7% | -31.6% |
| 1Y | +9.5% | +6.1% | +3.5% | -0.2% |
| All | +183.7% | +134.9% | +48.9% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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