+43.4%
LUNR vs BOXX
+18.5%
+24.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -3.7% |
| 7D | -3.1% | +0.1% | -3.2% | -5.0% |
| 30D | -15.3% | +0.3% | -15.7% | -25.3% |
| 3M | -53.2% | +1.0% | -54.2% | -69.6% |
| 6M | -22.2% | +1.9% | -24.2% | -65.8% |
| YTD | -11.6% | +2.7% | -14.3% | -72.1% |
| 1Y | +68.4% | +4.0% | +64.4% | -69.8% |
| 3Y | +216.8% | +14.7% | +202.1% | -99.9% |
| All | +43.4% | +18.5% | +24.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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