+48.7%
LUNR vs ITW
+24.0%
+24.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.2% |
| 7D | -3.1% | -0.7% | -2.4% | -2.9% |
| 30D | -15.3% | -8.3% | -7.0% | -12.9% |
| 3M | -53.2% | +6.0% | -59.2% | -54.7% |
| 6M | -22.2% | 0.0% | -22.2% | -23.0% |
| YTD | -11.6% | +10.2% | -21.8% | -15.8% |
| 1Y | +68.4% | +3.2% | +65.2% | +64.1% |
| 3Y | +216.8% | +21.0% | +195.8% | +204.4% |
| All | +48.7% | +24.0% | +24.7% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling