+54.8%
LUNR vs EFV
+97.4%
-42.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -3.9% |
| 7D | +0.5% | -0.5% | +1.1% | +1.0% |
| 30D | -5.3% | 0.0% | -5.3% | -5.3% |
| 3M | -45.6% | +8.4% | -54.0% | -49.2% |
| 6M | -17.4% | +12.3% | -29.7% | -24.1% |
| YTD | -7.9% | +17.4% | -25.3% | -18.2% |
| 1Y | +77.6% | +27.1% | +50.5% | +50.3% |
| 3Y | +247.4% | +90.7% | +156.7% | +160.3% |
| All | +54.8% | +97.4% | -42.6% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling