+75.9%
LUNR vs AWK
+1.8%
+74.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.6% |
| 7D | -3.6% | +1.7% | -5.4% | -2.4% |
| 30D | +5.9% | +5.6% | +0.3% | +10.9% |
| 3M | -56.0% | +15.9% | -71.8% | -50.3% |
| 6M | -20.5% | +4.6% | -25.0% | -14.2% |
| YTD | -8.7% | +10.1% | -18.8% | +2.9% |
| 1Y | +75.9% | +2.1% | +73.8% | +102.4% |
| All | +75.9% | +1.8% | +74.1% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling