+62.5%
LUNR vs LH
+37.8%
+24.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.6% | +6.5% | +6.2% |
| 7D | +6.5% | -0.8% | +7.4% | +7.0% |
| 30D | -4.4% | +2.0% | -6.4% | -5.6% |
| 3M | -47.3% | +24.3% | -71.5% | -54.1% |
| 6M | -11.1% | +21.1% | -32.1% | -21.2% |
| YTD | -3.4% | +30.4% | -33.8% | -18.5% |
| 1Y | +85.8% | +18.4% | +67.4% | +66.2% |
| 3Y | +264.7% | +65.5% | +199.2% | +168.4% |
| All | +62.5% | +37.8% | +24.6% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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