+34.7%
LUNR vs EIX
+20.6%
+14.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.3% |
| 7D | +24.2% | +1.4% | +22.8% | +23.9% |
| 30D | +18.0% | +8.5% | +9.4% | +16.2% |
| 3M | -26.0% | -13.5% | -12.5% | -24.7% |
| 6M | -63.6% | -12.4% | -51.2% | -63.3% |
| YTD | -19.9% | +5.9% | -25.8% | -23.4% |
| 1Y | +50.1% | +7.6% | +42.5% | +42.9% |
| 3Y | +374.5% | +12.8% | +361.7% | +359.5% |
| All | +34.7% | +20.6% | +14.1% | +29.5% |
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