+48.7%
LUNR vs EIX
+10.4%
+38.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | -3.1% | -1.4% | -1.7% | -2.8% |
| 30D | -15.3% | -19.3% | +4.0% | -12.8% |
| 3M | -53.2% | -21.7% | -31.5% | -51.7% |
| 6M | -22.2% | -19.8% | -2.4% | -20.4% |
| YTD | -11.6% | -3.0% | -8.5% | -14.1% |
| 1Y | +68.4% | +5.1% | +63.3% | +59.8% |
| 3Y | +216.8% | -7.0% | +223.7% | +204.6% |
| All | +48.7% | +10.4% | +38.3% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling