+26.2%
LUNR vs KEY
+14.4%
+11.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.0% |
| 7D | +22.7% | -0.5% | +23.2% | +23.1% |
| 30D | -5.3% | +6.7% | -12.0% | -7.4% |
| 3M | -26.1% | -4.6% | -21.5% | -24.8% |
| 6M | -62.4% | +2.6% | -65.0% | -62.9% |
| YTD | -25.0% | +7.0% | -31.9% | -26.9% |
| 1Y | +29.0% | +23.5% | +5.6% | +20.0% |
| 3Y | +327.4% | +126.4% | +201.0% | +279.2% |
| All | +26.2% | +14.4% | +11.8% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 5y: compounded portfolio wealth divided by compounded KEY 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…
5y analysis · Full analysis span regression · 6 months rolling