+75.9%
LUNR vs ELAN
+41.2%
+34.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -3.6% | +1.6% | -5.3% | -3.9% |
| 30D | +5.9% | -6.6% | +12.4% | +7.0% |
| 3M | -56.0% | -0.8% | -55.1% | -56.4% |
| 6M | -20.5% | +0.2% | -20.7% | -21.7% |
| YTD | -8.7% | +8.3% | -17.0% | -11.6% |
| 1Y | +75.9% | +40.2% | +35.7% | +73.5% |
| All | +75.9% | +41.2% | +34.7% | +73.5% |
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