+216.8%
LUNR vs EWJ
+73.0%
+143.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -4.0% | -5.4% |
| 7D | -3.1% | +0.3% | -3.4% | -3.7% |
| 30D | -15.3% | +0.8% | -16.1% | -16.4% |
| 3M | -53.2% | +7.5% | -60.7% | -58.4% |
| 6M | -22.2% | +15.6% | -37.8% | -37.0% |
| YTD | -11.6% | +22.7% | -34.3% | -36.1% |
| 1Y | +68.4% | +26.4% | +42.0% | +17.3% |
| 3Y | +216.8% | +72.5% | +144.2% | +26.5% |
| All | +216.8% | +73.0% | +143.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 3y: compounded portfolio wealth divided by compounded EWJ 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…
3y analysis · Full analysis span regression · 6 months rolling