+51.5%
LUNR vs ESTC
-55.3%
+106.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.4% | -1.6% |
| 7D | -0.5% | -13.2% | +12.6% | +1.6% |
| 30D | -11.3% | +9.3% | -20.6% | -13.2% |
| 3M | -44.9% | +37.3% | -82.3% | -48.1% |
| 6M | -17.3% | +61.0% | -78.3% | -24.1% |
| YTD | -9.9% | +10.7% | -20.6% | -13.2% |
| 1Y | +76.1% | -7.2% | +83.3% | +73.5% |
| 3Y | +240.0% | +7.2% | +232.8% | +245.4% |
| All | +51.5% | -55.3% | +106.8% | +56.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling