+216.8%
LUNR vs EQX
+168.9%
+47.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.5% | -2.3% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -15.3% | +7.8% | -23.1% | -17.6% |
| 3M | -53.2% | +21.3% | -74.5% | -56.1% |
| 6M | -22.2% | -22.4% | +0.2% | -18.7% |
| YTD | -11.6% | -11.3% | -0.3% | -9.3% |
| 1Y | +68.4% | +13.5% | +54.9% | +67.1% |
| 3Y | +216.8% | +162.1% | +54.6% | +141.5% |
| All | +216.8% | +168.9% | +47.8% | +141.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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