+244.4%
LUNR vs ES
+32.3%
+212.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.9% |
| 7D | -3.6% | +0.3% | -3.9% | -3.7% |
| 30D | +5.9% | -2.0% | +7.8% | +6.3% |
| 3M | -56.0% | +1.7% | -57.6% | -56.4% |
| 6M | -20.5% | -3.5% | -16.9% | -20.2% |
| YTD | -8.7% | +7.9% | -16.7% | -11.4% |
| 1Y | +75.9% | +17.2% | +58.7% | +67.3% |
| All | +244.4% | +32.3% | +212.1% | +179.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling