+53.5%
LUNR vs ESTC
-50.8%
+104.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.5% | +5.2% | +1.4% |
| 7D | -3.6% | -8.1% | +4.5% | -2.5% |
| 30D | +5.9% | +31.7% | -25.8% | +0.7% |
| 3M | -56.0% | +41.1% | -97.0% | -58.6% |
| 6M | -20.5% | +77.1% | -97.5% | -28.0% |
| YTD | -8.7% | +21.7% | -30.4% | -13.3% |
| 1Y | +75.9% | +8.4% | +67.5% | +69.4% |
| 3Y | +202.9% | +23.6% | +179.2% | +204.4% |
| All | +53.5% | -50.8% | +104.3% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling