+48.7%
LUNR vs ELV
+4.4%
+44.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.4% | -1.8% |
| 7D | -3.1% | +3.2% | -6.3% | -3.0% |
| 30D | -15.3% | +5.4% | -20.7% | -15.2% |
| 3M | -53.2% | +5.4% | -58.5% | -53.1% |
| 6M | -22.2% | +45.7% | -67.9% | -21.3% |
| YTD | -11.6% | +21.2% | -32.8% | -11.6% |
| 1Y | +68.4% | +35.6% | +32.8% | +69.3% |
| 3Y | +216.8% | -2.0% | +218.8% | +218.8% |
| All | +48.7% | +4.4% | +44.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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