+34.7%
LUNR vs FIVE
+13.0%
+21.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +24.2% | +2.7% | +21.5% | +23.3% |
| 30D | +18.0% | +12.7% | +5.3% | +14.1% |
| 3M | -26.0% | +2.1% | -28.0% | -26.7% |
| 6M | -63.6% | +17.5% | -81.0% | -65.5% |
| YTD | -19.9% | +31.0% | -50.9% | -26.1% |
| 1Y | +50.1% | +67.7% | -17.6% | +30.0% |
| 3Y | +374.5% | +43.4% | +331.1% | +271.7% |
| All | +34.7% | +13.0% | +21.7% | +6.0% |
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