+51.5%
LUNR vs ELF
+195.7%
-144.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.4% |
| 7D | -0.5% | -10.8% | +10.3% | +1.3% |
| 30D | -11.3% | +0.8% | -12.1% | -11.6% |
| 3M | -44.9% | +64.8% | -109.7% | -49.4% |
| 6M | -17.3% | +19.0% | -36.3% | -20.3% |
| YTD | -9.9% | +25.9% | -35.9% | -14.5% |
| 1Y | +76.1% | -28.8% | +104.9% | +79.2% |
| 3Y | +240.0% | -29.6% | +269.6% | +223.2% |
| All | +51.5% | +195.7% | -144.2% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling