+54.8%
LUNR vs ECL
+22.9%
+31.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.4% |
| 7D | +0.5% | -2.7% | +3.3% | +1.0% |
| 30D | -5.3% | -4.3% | -1.0% | -4.7% |
| 3M | -45.6% | +3.2% | -48.8% | -46.2% |
| 6M | -17.4% | -2.9% | -14.5% | -17.4% |
| YTD | -7.9% | +4.3% | -12.2% | -9.5% |
| 1Y | +77.6% | +1.6% | +76.0% | +75.7% |
| 3Y | +247.4% | +54.3% | +193.2% | +238.2% |
| All | +54.8% | +22.9% | +31.9% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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