+48.7%
LUNR vs EFV
+98.9%
-50.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.8% |
| 7D | -3.1% | -0.8% | -2.3% | -2.4% |
| 30D | -15.3% | +0.6% | -16.0% | -15.9% |
| 3M | -53.2% | +7.5% | -60.7% | -56.0% |
| 6M | -22.2% | +13.0% | -35.2% | -29.0% |
| YTD | -11.6% | +18.3% | -29.9% | -22.0% |
| 1Y | +68.4% | +26.7% | +41.7% | +42.5% |
| 3Y | +216.8% | +89.6% | +127.2% | +134.9% |
| All | +48.7% | +98.9% | -50.2% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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