+253.1%
LUNR vs AS
+125.3%
+127.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.9% | +9.8% | +8.5% |
| 7D | +51.2% | -3.6% | +54.8% | +54.3% |
| 30D | +7.0% | +3.4% | +3.6% | +4.5% |
| 3M | -23.1% | -8.6% | -14.5% | -20.0% |
| 6M | -59.4% | -10.0% | -49.4% | -58.0% |
| YTD | -19.7% | -19.2% | -0.5% | -13.0% |
| 1Y | +39.5% | -3.8% | +43.3% | +34.8% |
| All | +253.1% | +125.3% | +127.8% | +217.1% |
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 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