-47.3%
LUNR vs IT
+6.8%
-54.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -7.4% | +13.3% | +4.3% |
| 7D | +6.5% | -9.1% | +15.7% | +4.6% |
| 30D | -4.4% | -7.0% | +2.6% | -5.5% |
| 3M | -47.3% | +7.6% | -54.9% | -46.3% |
| All | -47.3% | +6.8% | -54.1% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3mo: compounded portfolio wealth divided by compounded IT 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…
3mo analysis · Full analysis span regression · Available span rolling