+54.8%
LUNR vs EFX
-40.0%
+94.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.7% | -4.4% |
| 7D | +0.5% | -9.4% | +9.9% | +1.9% |
| 30D | -5.3% | -6.9% | +1.6% | -4.6% |
| 3M | -45.6% | +0.1% | -45.7% | -46.3% |
| 6M | -17.4% | -17.3% | 0.0% | -15.2% |
| YTD | -7.9% | -21.8% | +13.9% | -4.7% |
| 1Y | +77.6% | -32.5% | +110.2% | +89.9% |
| 3Y | +247.4% | -12.3% | +259.8% | +275.8% |
| All | +54.8% | -40.0% | +94.8% | +64.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling