+62.5%
LUNR vs ETR
+143.8%
-81.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.7% | +5.4% |
| 7D | +6.5% | +1.4% | +5.1% | +6.0% |
| 30D | -4.4% | +1.9% | -6.3% | -5.0% |
| 3M | -47.3% | +1.0% | -48.3% | -47.6% |
| 6M | -11.1% | +4.8% | -15.9% | -13.6% |
| YTD | -3.4% | +19.5% | -22.9% | -11.9% |
| 1Y | +85.8% | +28.1% | +57.7% | +64.8% |
| 3Y | +264.7% | +151.1% | +113.5% | +176.3% |
| All | +62.5% | +143.8% | -81.3% | +25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling