+8.5%
LUNR vs COMP
-7.2%
+15.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +10.7% | +10.7% | +20.3% |
| 7D | -1.9% | +13.4% | -15.3% | -3.0% |
| 30D | -27.3% | +11.1% | -38.4% | -28.1% |
| 3M | -29.9% | -18.8% | -11.0% | -28.6% |
| 6M | -60.2% | +10.5% | -70.7% | -60.7% |
| YTD | -35.5% | -3.4% | -32.1% | -36.0% |
| 1Y | +9.5% | +19.7% | -10.2% | +7.3% |
| 3Y | +226.2% | +381.6% | -155.4% | +219.5% |
| All | +8.5% | -7.2% | +15.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling