-6.9%
LUNR vs IRE
-97.7%
+90.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -15.8% | +13.9% | +2.3% |
| 7D | +12.7% | -41.9% | +54.6% | +26.3% |
| 30D | -10.5% | -75.1% | +64.6% | +20.5% |
| 3M | -25.2% | -82.4% | +57.2% | +5.8% |
| 6M | -59.2% | -95.5% | +36.3% | -28.4% |
| YTD | -27.2% | -93.1% | +65.8% | -3.0% |
| 1Y | +19.7% | -97.8% | +117.4% | +87.0% |
| All | -6.9% | -97.7% | +90.9% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling