+229.1%
LUNR vs FIVE
+56.0%
+173.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -1.3% |
| 7D | -3.6% | +4.3% | -7.9% | -5.3% |
| 30D | +5.9% | +12.5% | -6.6% | +0.6% |
| 3M | -56.0% | +31.2% | -87.2% | -60.8% |
| 6M | -20.5% | +14.4% | -34.8% | -25.4% |
| YTD | -8.7% | +33.9% | -42.6% | -19.5% |
| 1Y | +75.9% | +65.1% | +10.8% | +43.4% |
| All | +229.1% | +56.0% | +173.1% | +115.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling