+23.7%
LUNR vs IRE
-82.8%
+106.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +10.2% | -4.4% | +3.3% |
| 7D | +6.5% | +58.9% | -52.4% | -5.8% |
| 30D | -4.4% | +17.2% | -21.6% | -10.6% |
| 3M | -47.3% | -58.6% | +11.3% | -40.7% |
| 6M | -11.1% | -23.5% | +12.4% | -27.7% |
| YTD | -3.4% | -47.4% | +44.0% | -17.5% |
| All | +23.7% | -82.8% | +106.5% | +19.5% |
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