+216.8%
LUNR vs ELF
-29.5%
+246.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.1% |
| 7D | -3.1% | -11.6% | +8.5% | -0.1% |
| 30D | -15.3% | +4.6% | -20.0% | -16.6% |
| 3M | -53.2% | +59.7% | -112.9% | -58.6% |
| 6M | -22.2% | +21.2% | -43.4% | -26.8% |
| YTD | -11.6% | +27.4% | -39.0% | -18.8% |
| 1Y | +68.4% | -29.8% | +98.2% | +75.0% |
| 3Y | +216.8% | -28.5% | +245.2% | +158.8% |
| All | +216.8% | -29.5% | +246.3% | +158.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling