-29.9%
LUNR vs AS
-14.3%
-15.6%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +0.5% | +21.0% | +21.4% |
| 7D | -1.9% | +6.9% | -8.8% | -1.6% |
| 30D | -27.3% | +16.0% | -43.3% | -28.2% |
| 3M | -29.9% | -12.8% | -17.0% | -27.4% |
| All | -29.9% | -14.3% | -15.6% | -27.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling