+48.7%
LUNR vs ELAN
-28.0%
+76.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.3% |
| 7D | -3.1% | -5.4% | +2.3% | -1.3% |
| 30D | -15.3% | +4.7% | -20.0% | -16.7% |
| 3M | -53.2% | -3.7% | -49.5% | -53.3% |
| 6M | -22.2% | -1.2% | -21.0% | -23.5% |
| YTD | -11.6% | +2.4% | -14.0% | -14.7% |
| 1Y | +68.4% | +23.4% | +45.1% | +51.0% |
| 3Y | +216.8% | +96.7% | +120.1% | +126.9% |
| All | +48.7% | -28.0% | +76.7% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling