-4.5%
LUNR vs ELAN
+13.9%
-18.4%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.3% | -5.8% |
| 7D | -14.3% | +11.7% | -26.1% | -16.1% |
| 30D | -30.5% | +12.4% | -42.9% | -32.1% |
| 3M | -28.9% | -1.1% | -27.7% | -29.1% |
| 6M | -60.8% | +12.4% | -73.3% | -62.7% |
| YTD | -38.8% | +11.8% | -50.7% | -41.2% |
| 1Y | -4.5% | +12.5% | -17.0% | -7.9% |
| All | -4.5% | +13.9% | -18.4% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling