+301.4%
LUNR vs AS
+120.4%
+181.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.6% | -2.8% | -1.3% |
| 7D | -3.6% | -4.9% | +1.3% | -0.9% |
| 30D | +5.9% | -19.6% | +25.5% | +19.1% |
| 3M | -56.0% | -14.4% | -41.6% | -52.5% |
| 6M | -20.5% | -20.1% | -0.3% | -11.8% |
| YTD | -8.7% | -20.9% | +12.2% | +1.0% |
| 1Y | +75.9% | -21.9% | +97.7% | +93.4% |
| All | +301.4% | +120.4% | +181.0% | +268.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling