+48.7%
LUNR vs EOSE
-63.9%
+112.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.7% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | -15.3% | -6.8% | -8.5% | -14.8% |
| 3M | -53.2% | -36.3% | -16.9% | -50.5% |
| 6M | -22.2% | -38.8% | +16.5% | -17.9% |
| YTD | -11.6% | -65.5% | +53.9% | -1.1% |
| 1Y | +68.4% | -45.3% | +113.7% | +79.5% |
| 3Y | +216.8% | +44.2% | +172.6% | +202.8% |
| All | +48.7% | -63.9% | +112.6% | +35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling