+216.8%
LUNR vs EME
+252.2%
-35.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.3% | -6.2% | -5.4% |
| 7D | -3.1% | +3.5% | -6.6% | -5.9% |
| 30D | -15.3% | -6.3% | -9.0% | -10.7% |
| 3M | -53.2% | -3.8% | -49.4% | -52.4% |
| 6M | -22.2% | +8.5% | -30.7% | -28.9% |
| YTD | -11.6% | +27.8% | -39.4% | -30.4% |
| 1Y | +68.4% | +22.2% | +46.2% | +36.1% |
| 3Y | +216.8% | +253.5% | -36.7% | +45.2% |
| All | +216.8% | +252.2% | -35.5% | +45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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