+54.8%
LUNR vs EVRG
+51.5%
+3.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.2% | -3.5% | -4.6% |
| 7D | +0.5% | +0.6% | 0.0% | +0.5% |
| 30D | -5.3% | -0.2% | -5.1% | -5.3% |
| 3M | -45.6% | -0.5% | -45.2% | -45.7% |
| 6M | -17.4% | +0.2% | -17.5% | -17.6% |
| YTD | -7.9% | +14.9% | -22.8% | -10.2% |
| 1Y | +77.6% | +18.2% | +59.4% | +72.6% |
| 3Y | +247.4% | +70.2% | +177.3% | +217.2% |
| All | +54.8% | +51.5% | +3.3% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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