+216.8%
LUNR vs EQH
+100.2%
+116.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.3% | -3.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.9% |
| 30D | -15.3% | +2.8% | -18.2% | -18.2% |
| 3M | -53.2% | +23.1% | -76.3% | -62.9% |
| 6M | -22.2% | +41.4% | -63.6% | -47.2% |
| YTD | -11.6% | +14.3% | -25.8% | -25.2% |
| 1Y | +68.4% | +1.6% | +66.8% | +62.0% |
| 3Y | +216.8% | +102.7% | +114.1% | +60.9% |
| All | +216.8% | +100.2% | +116.5% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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