+54.8%
LUNR vs ESTC
-53.6%
+108.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.1% | -2.6% | -4.4% |
| 7D | +0.5% | -3.3% | +3.9% | +0.9% |
| 30D | -5.3% | +13.4% | -18.8% | -7.9% |
| 3M | -45.6% | +41.3% | -86.9% | -49.0% |
| 6M | -17.4% | +62.6% | -80.0% | -24.3% |
| YTD | -7.9% | +14.8% | -22.7% | -11.8% |
| 1Y | +77.6% | -5.1% | +82.7% | +74.3% |
| 3Y | +247.4% | +11.2% | +236.3% | +251.0% |
| All | +54.8% | -53.6% | +108.4% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling