+48.7%
LUNR vs EL
-70.3%
+119.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | -3.1% | -6.5% | +3.4% | -1.9% |
| 30D | -15.3% | +11.1% | -26.5% | -17.4% |
| 3M | -53.2% | +10.7% | -63.9% | -54.3% |
| 6M | -22.2% | +6.9% | -29.1% | -23.9% |
| YTD | -11.6% | -6.3% | -5.3% | -11.9% |
| 1Y | +68.4% | +13.5% | +55.0% | +63.1% |
| 3Y | +216.8% | -33.1% | +249.8% | +188.3% |
| All | +48.7% | -70.3% | +119.0% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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