-62.9%
LUNR vs COMP
+23.7%
-86.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +5.7% | +9.3% | +12.6% |
| 7D | +22.1% | +14.5% | +7.6% | +16.6% |
| 30D | -8.7% | +14.9% | -23.6% | -13.2% |
| 3M | -26.6% | -14.2% | -12.4% | -25.5% |
| All | -62.9% | +23.7% | -86.6% | -67.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling