+48.7%
LUNR vs AWK
-10.4%
+59.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -2.4% |
| 7D | -3.1% | -2.1% | -1.0% | -3.9% |
| 30D | -15.3% | +2.1% | -17.4% | -14.5% |
| 3M | -53.2% | +11.4% | -64.5% | -51.1% |
| 6M | -22.2% | +3.9% | -26.1% | -20.0% |
| YTD | -11.6% | +7.7% | -19.3% | -7.8% |
| 1Y | +68.4% | +1.3% | +67.1% | +73.4% |
| 3Y | +216.8% | +7.2% | +209.6% | +216.9% |
| All | +48.7% | -10.4% | +59.1% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling