+54.8%
LUNR vs IAG
+505.9%
-451.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.9% | -5.1% |
| 7D | +0.5% | +1.7% | -1.1% | +0.2% |
| 30D | -5.3% | +11.4% | -16.8% | -7.4% |
| 3M | -45.6% | +33.0% | -78.6% | -48.4% |
| 6M | -17.4% | -6.0% | -11.4% | -17.8% |
| YTD | -7.9% | +24.6% | -32.5% | -10.8% |
| 1Y | +77.6% | +105.0% | -27.3% | +65.9% |
| 3Y | +247.4% | +837.9% | -590.5% | +205.2% |
| All | +54.8% | +505.9% | -451.1% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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