+75.9%
LUNR vs EOSE
-49.1%
+125.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +10.9% | -10.1% | -3.1% |
| 7D | -3.6% | +19.0% | -22.7% | -10.2% |
| 30D | +5.9% | +1.6% | +4.3% | +4.3% |
| 3M | -56.0% | -52.0% | -4.0% | -44.9% |
| 6M | -20.5% | -42.5% | +22.1% | -8.1% |
| YTD | -8.7% | -66.1% | +57.4% | +22.2% |
| 1Y | +75.9% | -47.1% | +123.0% | +138.1% |
| All | +75.9% | -49.1% | +125.0% | +138.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling