+216.8%
LUNR vs EFX
-12.2%
+229.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -3.1% | -4.5% | +1.4% | -1.7% |
| 30D | -15.3% | -6.1% | -9.3% | -14.2% |
| 3M | -53.2% | +6.2% | -59.4% | -55.7% |
| 6M | -22.2% | -11.2% | -11.0% | -20.3% |
| YTD | -11.6% | -21.4% | +9.8% | -4.9% |
| 1Y | +68.4% | -34.3% | +102.7% | +101.7% |
| 3Y | +216.8% | -12.5% | +229.3% | +181.7% |
| All | +216.8% | -12.2% | +229.0% | +181.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling