+48.7%
LUNR vs ELF
+199.3%
-150.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | -3.1% | -11.6% | +8.5% | -1.2% |
| 30D | -15.3% | +4.6% | -20.0% | -16.2% |
| 3M | -53.2% | +59.7% | -112.9% | -56.8% |
| 6M | -22.2% | +21.2% | -43.4% | -25.2% |
| YTD | -11.6% | +27.4% | -39.0% | -16.2% |
| 1Y | +68.4% | -29.8% | +98.2% | +71.5% |
| 3Y | +216.8% | -28.5% | +245.2% | +200.6% |
| All | +48.7% | +199.3% | -150.6% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling