+62.5%
LUNR vs EAT
+445.9%
-383.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.4% | +9.2% | +6.7% |
| 7D | +6.5% | -4.9% | +11.4% | +7.8% |
| 30D | -4.4% | -1.2% | -3.2% | -4.5% |
| 3M | -47.3% | +52.2% | -99.5% | -53.4% |
| 6M | -11.1% | +65.0% | -76.1% | -24.5% |
| YTD | -3.4% | +55.0% | -58.4% | -16.6% |
| 1Y | +85.8% | +42.1% | +43.7% | +63.2% |
| 3Y | +264.7% | +614.7% | -350.1% | +141.7% |
| All | +62.5% | +445.9% | -383.4% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling