+53.5%
LUNR vs ES
+4.0%
+49.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +0.8% |
| 7D | -3.6% | +0.3% | -3.9% | -3.6% |
| 30D | +5.9% | -2.0% | +7.8% | +5.9% |
| 3M | -56.0% | +1.7% | -57.6% | -56.0% |
| 6M | -20.5% | -3.5% | -16.9% | -20.5% |
| YTD | -8.7% | +7.9% | -16.7% | -9.3% |
| 1Y | +75.9% | +17.2% | +58.7% | +75.4% |
| 3Y | +202.9% | +29.3% | +173.6% | +194.4% |
| All | +53.5% | +4.0% | +49.5% | +35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling