+222.7%
LUNR vs LEN
-28.8%
+251.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -0.6% |
| 7D | -0.5% | -7.8% | +7.2% | +2.8% |
| 30D | -11.3% | -11.0% | -0.3% | -7.1% |
| 3M | -44.9% | -12.8% | -32.1% | -41.8% |
| 6M | -17.3% | -20.2% | +2.9% | -9.4% |
| YTD | -9.9% | -23.0% | +13.1% | -2.1% |
| 1Y | +76.1% | -41.8% | +118.0% | +114.2% |
| All | +222.7% | -28.8% | +251.6% | +184.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 3y: compounded portfolio wealth divided by compounded LEN 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…
3y analysis · Full analysis span regression · 6 months rolling