+54.8%
LUNR vs FIVE
+13.2%
+41.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -3.9% |
| 7D | +0.5% | +1.7% | -1.1% | +0.1% |
| 30D | -5.3% | +5.0% | -10.3% | -6.9% |
| 3M | -45.6% | +29.5% | -75.1% | -49.6% |
| 6M | -17.4% | +12.4% | -29.8% | -20.5% |
| YTD | -7.9% | +31.2% | -39.1% | -15.0% |
| 1Y | +77.6% | +72.9% | +4.8% | +53.0% |
| 3Y | +247.4% | +53.0% | +194.4% | +171.4% |
| All | +54.8% | +13.2% | +41.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling