-4.5%
LUNR vs ITW
+24.0%
-28.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.4% | -7.6% | -5.4% |
| 7D | -14.3% | +6.3% | -20.6% | -14.8% |
| 30D | -30.5% | +11.1% | -41.6% | -31.4% |
| 3M | -28.9% | +0.1% | -29.0% | -28.5% |
| 6M | -60.8% | +18.1% | -78.9% | -63.4% |
| YTD | -38.8% | +21.4% | -60.2% | -44.4% |
| 1Y | -4.5% | +22.9% | -27.4% | -15.7% |
| All | -4.5% | +24.0% | -28.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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