-4.5%
LUNR vs ESTC
+1.6%
-6.1%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.4% | -5.0% |
| 7D | -14.3% | -15.9% | +1.5% | -10.0% |
| 30D | -30.5% | -5.5% | -25.0% | -29.2% |
| 3M | -28.9% | +26.2% | -55.1% | -34.3% |
| 6M | -60.8% | +77.0% | -137.9% | -67.9% |
| YTD | -38.8% | +18.9% | -57.7% | -44.9% |
| 1Y | -4.5% | +1.3% | -5.8% | -12.0% |
| All | -4.5% | +1.6% | -6.1% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling