+29.0%
LUNR vs IRE
-97.4%
+126.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +12.1% | -9.0% | -0.2% |
| 7D | +22.7% | -15.1% | +37.8% | +25.3% |
| 30D | -5.3% | -71.4% | +66.1% | +23.4% |
| 3M | -26.1% | -81.2% | +55.1% | +3.1% |
| 6M | -62.4% | -93.7% | +31.3% | -38.4% |
| YTD | -25.0% | -92.2% | +67.3% | -5.3% |
| 1Y | +29.0% | -97.3% | +126.3% | +88.6% |
| All | +29.0% | -97.4% | +126.5% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling