+62.5%
LUNR vs EIX
+16.9%
+45.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +4.5% | +1.4% | +5.1% |
| 7D | +6.5% | +0.9% | +5.6% | +6.3% |
| 30D | -4.4% | -13.5% | +9.1% | -2.8% |
| 3M | -47.3% | -15.3% | -32.0% | -46.4% |
| 6M | -11.1% | -15.3% | +4.3% | -9.8% |
| YTD | -3.4% | +2.7% | -6.1% | -7.1% |
| 1Y | +85.8% | +17.4% | +68.3% | +71.9% |
| 3Y | +264.7% | -1.3% | +266.0% | +247.1% |
| All | +62.5% | +16.9% | +45.5% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling