+51.5%
LUNR vs ELV
+3.5%
+48.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +4.9% | -7.1% | -2.0% |
| 7D | -0.5% | +0.4% | -1.0% | -0.5% |
| 30D | -11.3% | +6.7% | -18.0% | -11.1% |
| 3M | -44.9% | +3.0% | -47.9% | -44.8% |
| 6M | -17.3% | +48.0% | -65.3% | -16.2% |
| YTD | -9.9% | +20.0% | -30.0% | -10.0% |
| 1Y | +76.1% | +37.9% | +38.3% | +77.3% |
| 3Y | +240.0% | -2.8% | +242.8% | +242.1% |
| All | +51.5% | +3.5% | +48.1% | +52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling