+48.7%
LUNR vs JHX
-28.2%
+76.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JHX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.2% |
| 7D | -3.1% | -6.3% | +3.2% | -0.7% |
| 30D | -15.3% | -7.7% | -7.6% | -12.8% |
| 3M | -53.2% | +19.2% | -72.3% | -56.5% |
| 6M | -22.2% | +38.3% | -60.5% | -31.5% |
| YTD | -11.6% | +37.2% | -48.8% | -22.3% |
| 1Y | +68.4% | +42.3% | +26.1% | +46.4% |
| 3Y | +216.8% | -4.4% | +221.2% | +194.7% |
| All | +48.7% | -28.2% | +76.9% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JHX.
Daily Out/Under-Performance
Portfolio return minus JHX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JHX 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 JHX 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