+68.4%
LUNR vs ELF
-28.2%
+96.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.2% |
| 7D | -3.1% | -11.6% | +8.5% | +0.3% |
| 30D | -15.3% | +4.6% | -20.0% | -16.9% |
| 3M | -53.2% | +59.7% | -112.9% | -59.5% |
| 6M | -22.2% | +21.2% | -43.4% | -26.9% |
| YTD | -11.6% | +27.4% | -39.0% | -20.3% |
| 1Y | +68.4% | -29.8% | +98.2% | +76.9% |
| All | +68.4% | -28.2% | +96.6% | +76.9% |
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