+48.7%
LUNR vs EAT
+421.3%
-372.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.6% |
| 7D | -3.1% | -7.7% | +4.6% | -1.1% |
| 30D | -15.3% | -13.6% | -1.8% | -12.3% |
| 3M | -53.2% | +33.9% | -87.0% | -57.2% |
| 6M | -22.2% | +47.2% | -69.4% | -31.8% |
| YTD | -11.6% | +48.1% | -59.6% | -22.7% |
| 1Y | +68.4% | +33.7% | +34.7% | +50.5% |
| 3Y | +216.8% | +595.8% | -379.0% | +112.2% |
| All | +48.7% | +421.3% | -372.6% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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