+54.8%
LUNR vs EME
+488.5%
-433.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -3.6% |
| 7D | +0.5% | +2.7% | -2.2% | -0.6% |
| 30D | -5.3% | -6.8% | +1.5% | -1.9% |
| 3M | -45.6% | -8.8% | -36.8% | -43.4% |
| 6M | -17.4% | +5.0% | -22.4% | -19.1% |
| YTD | -7.9% | +23.5% | -31.4% | -15.6% |
| 1Y | +77.6% | +21.3% | +56.3% | +65.2% |
| 3Y | +247.4% | +241.1% | +6.4% | +287.9% |
| All | +54.8% | +488.5% | -433.7% | +193.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling