+48.7%
LUNR vs ETR
+136.6%
-87.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.7% |
| 7D | -3.1% | -1.8% | -1.3% | -2.4% |
| 30D | -15.3% | -1.8% | -13.6% | -14.8% |
| 3M | -53.2% | -3.6% | -49.6% | -52.6% |
| 6M | -22.2% | +2.6% | -24.8% | -23.8% |
| YTD | -11.6% | +16.0% | -27.6% | -18.4% |
| 1Y | +68.4% | +20.1% | +48.3% | +53.5% |
| 3Y | +216.8% | +143.6% | +73.2% | +142.9% |
| All | +48.7% | +136.6% | -87.9% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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