+51.5%
LUNR vs EOSE
-63.5%
+115.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.7% | -1.6% |
| 7D | -0.5% | +14.0% | -14.5% | -2.5% |
| 30D | -11.3% | -5.9% | -5.4% | -10.9% |
| 3M | -44.9% | -34.3% | -10.6% | -42.0% |
| 6M | -17.3% | -37.8% | +20.4% | -12.9% |
| YTD | -9.9% | -65.2% | +55.3% | +0.6% |
| 1Y | +76.1% | -41.9% | +118.1% | +86.6% |
| 3Y | +240.0% | +44.6% | +195.4% | +224.6% |
| All | +51.5% | -63.5% | +115.0% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling