+75.9%
LUNR vs ELF
-17.5%
+93.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.1% |
| 7D | -3.6% | +5.4% | -9.0% | -5.1% |
| 30D | +5.9% | +27.0% | -21.1% | -1.6% |
| 3M | -56.0% | +113.2% | -169.2% | -65.1% |
| 6M | -20.5% | +36.6% | -57.0% | -27.9% |
| YTD | -8.7% | +44.2% | -53.0% | -20.6% |
| 1Y | +75.9% | -18.0% | +93.9% | +76.4% |
| All | +75.9% | -17.5% | +93.4% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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