+51.5%
LUNR vs ES
+0.9%
+50.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -2.1% |
| 7D | -0.5% | -3.5% | +2.9% | -0.5% |
| 30D | -11.3% | -3.0% | -8.3% | -11.2% |
| 3M | -44.9% | -0.3% | -44.6% | -45.0% |
| 6M | -17.3% | -5.2% | -12.1% | -17.3% |
| YTD | -9.9% | +4.8% | -14.7% | -10.4% |
| 1Y | +76.1% | +12.7% | +63.4% | +75.8% |
| 3Y | +240.0% | +27.5% | +212.5% | +232.4% |
| All | +51.5% | +0.9% | +50.6% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling