+222.7%
LUNR vs ELF
-30.3%
+253.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.1% |
| 7D | -0.5% | -10.8% | +10.3% | +2.3% |
| 30D | -11.3% | +0.8% | -12.1% | -11.8% |
| 3M | -44.9% | +64.8% | -109.7% | -51.7% |
| 6M | -17.3% | +19.0% | -36.3% | -21.8% |
| YTD | -9.9% | +25.9% | -35.9% | -17.0% |
| 1Y | +76.1% | -28.8% | +104.9% | +82.4% |
| All | +222.7% | -30.3% | +253.1% | +164.5% |
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