+62.5%
LUNR vs ELF
+222.1%
-159.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -4.9% | +10.8% | +6.7% |
| 7D | +6.5% | -1.2% | +7.7% | +6.6% |
| 30D | -4.4% | +5.9% | -10.3% | -5.5% |
| 3M | -47.3% | +99.5% | -146.8% | -53.1% |
| 6M | -11.1% | +26.5% | -37.6% | -15.2% |
| YTD | -3.4% | +37.2% | -40.6% | -9.6% |
| 1Y | +85.8% | -24.4% | +110.2% | +86.9% |
| 3Y | +264.7% | -23.3% | +288.0% | +241.7% |
| All | +62.5% | +222.1% | -159.7% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling