+22.4%
LUNR vs ES
+3.1%
+19.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +12.7% | +0.9% | +11.8% | +12.6% |
| 30D | -10.5% | +5.9% | -16.4% | -10.6% |
| 3M | -25.2% | -1.0% | -24.1% | -25.1% |
| 6M | -59.2% | +7.2% | -66.4% | -59.4% |
| YTD | -27.2% | +7.0% | -34.2% | -27.7% |
| 1Y | +19.7% | +0.5% | +19.2% | +19.1% |
| 3Y | +314.4% | +48.7% | +265.7% | +322.1% |
| All | +22.4% | +3.1% | +19.3% | +8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling