+48.7%
LUNR vs INVH
-20.3%
+69.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -3.1% | -3.0% | -0.1% | -3.2% |
| 30D | -15.3% | -7.5% | -7.8% | -15.5% |
| 3M | -53.2% | -5.5% | -47.6% | -53.2% |
| 6M | -22.2% | +11.7% | -33.9% | -22.8% |
| YTD | -11.6% | +1.3% | -12.9% | -12.2% |
| 1Y | +68.4% | -6.1% | +74.5% | +67.8% |
| 3Y | +216.8% | -9.8% | +226.5% | +211.2% |
| All | +48.7% | -20.3% | +69.0% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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