+62.5%
LUNR vs LEN
-17.3%
+79.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.8% | +9.7% | +6.5% |
| 7D | +6.5% | -2.9% | +9.4% | +7.0% |
| 30D | -4.4% | -8.9% | +4.5% | -2.9% |
| 3M | -47.3% | -10.9% | -36.4% | -46.2% |
| 6M | -11.1% | -19.7% | +8.6% | -8.3% |
| YTD | -3.4% | -20.6% | +17.2% | -0.9% |
| 1Y | +85.8% | -42.4% | +128.2% | +97.3% |
| 3Y | +264.7% | -26.5% | +291.2% | +290.1% |
| All | +62.5% | -17.3% | +79.7% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling