-17.4%
LUNR vs IT
+1.1%
-18.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.7% | -3.0% | -5.0% |
| 7D | +0.5% | -9.1% | +9.7% | -1.0% |
| 30D | -5.3% | -12.2% | +6.8% | -6.9% |
| 3M | -45.6% | +7.8% | -53.4% | -44.0% |
| 6M | -17.4% | +2.0% | -19.4% | -8.5% |
| All | -17.4% | +1.1% | -18.5% | -8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling