+48.7%
LUNR vs AZO
+49.8%
-1.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.7% | -1.9% |
| 7D | -3.1% | -3.6% | +0.5% | -3.7% |
| 30D | -15.3% | -5.6% | -9.8% | -16.0% |
| 3M | -53.2% | -6.6% | -46.5% | -53.5% |
| 6M | -22.2% | -22.5% | +0.3% | -24.4% |
| YTD | -11.6% | -15.2% | +3.6% | -12.5% |
| 1Y | +68.4% | -33.9% | +102.4% | +61.9% |
| 3Y | +216.8% | +11.8% | +205.0% | +219.4% |
| All | +48.7% | +49.8% | -1.1% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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