+229.1%
LUNR vs COMP
+225.1%
+4.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | -3.6% | +1.4% | -5.0% | -4.1% |
| 30D | +5.9% | -13.3% | +19.2% | +9.9% |
| 3M | -56.0% | +41.1% | -97.1% | -60.7% |
| 6M | -20.5% | +17.2% | -37.6% | -25.9% |
| YTD | -8.7% | +5.2% | -14.0% | -12.7% |
| 1Y | +75.9% | +18.9% | +57.0% | +61.1% |
| All | +229.1% | +225.1% | +4.0% | +82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling