+53.5%
LUNR vs FIVE
+15.5%
+37.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -0.7% |
| 7D | -3.6% | +4.3% | -7.9% | -4.8% |
| 30D | +5.9% | +12.5% | -6.6% | +2.1% |
| 3M | -56.0% | +31.2% | -87.2% | -59.4% |
| 6M | -20.5% | +14.4% | -34.8% | -23.9% |
| YTD | -8.7% | +33.9% | -42.6% | -16.3% |
| 1Y | +75.9% | +65.1% | +10.8% | +52.9% |
| 3Y | +202.9% | +49.0% | +153.9% | +135.8% |
| All | +53.5% | +15.5% | +37.9% | +20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling