+374.5%
LUNR vs ESTC
+14.8%
+359.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +24.2% | +2.4% | +21.8% | +23.3% |
| 30D | +18.0% | -4.2% | +22.2% | +20.8% |
| 3M | -26.0% | +2.5% | -28.4% | -27.3% |
| 6M | -63.6% | +81.5% | -145.1% | -71.7% |
| YTD | -19.9% | +16.8% | -36.7% | -27.2% |
| 1Y | +50.1% | -3.5% | +53.6% | +46.6% |
| 3Y | +374.5% | +17.7% | +356.7% | +366.7% |
| All | +374.5% | +14.8% | +359.7% | +366.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling