+34.7%
LUNR vs ES
+6.2%
+28.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | +24.2% | +2.7% | +21.5% | +24.3% |
| 30D | +18.0% | +7.6% | +10.4% | +17.9% |
| 3M | -26.0% | +0.5% | -26.5% | -25.9% |
| 6M | -63.6% | +7.6% | -71.2% | -63.7% |
| YTD | -19.9% | +10.2% | -30.1% | -20.3% |
| 1Y | +50.1% | +1.8% | +48.3% | +49.6% |
| 3Y | +374.5% | +55.4% | +319.1% | +385.1% |
| All | +34.7% | +6.2% | +28.5% | +19.4% |
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