+62.5%
LUNR vs AWK
-8.6%
+71.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.2% | +6.1% | +5.8% |
| 7D | +6.5% | +2.2% | +4.4% | +7.4% |
| 30D | -4.4% | +4.4% | -8.8% | -2.7% |
| 3M | -47.3% | +15.4% | -62.6% | -44.2% |
| 6M | -11.1% | +3.5% | -14.6% | -8.5% |
| YTD | -3.4% | +9.8% | -13.2% | +1.4% |
| 1Y | +85.8% | +3.0% | +82.8% | +92.5% |
| 3Y | +264.7% | +9.7% | +255.0% | +267.8% |
| All | +62.5% | -8.6% | +71.1% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling