+35.0%
LUNR vs COMP
-8.7%
+43.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.1% | +9.1% | +7.2% |
| 7D | +51.2% | +8.9% | +42.3% | +50.1% |
| 30D | +7.0% | +14.0% | -7.0% | +5.7% |
| 3M | -23.1% | -21.1% | -2.0% | -21.5% |
| 6M | -59.4% | +20.1% | -79.5% | -60.2% |
| YTD | -19.7% | -5.0% | -14.7% | -20.1% |
| 1Y | +39.5% | +5.7% | +33.8% | +37.9% |
| 3Y | +357.2% | +412.2% | -55.1% | +350.0% |
| All | +35.0% | -8.7% | +43.8% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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