+29.0%
LUNR vs LII
-27.8%
+56.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.3% | +2.8% |
| 7D | +22.7% | -2.3% | +25.0% | +23.9% |
| 30D | -5.3% | -1.7% | -3.6% | -5.2% |
| 3M | -26.1% | -18.3% | -7.8% | -20.0% |
| 6M | -62.4% | -32.3% | -30.1% | -56.6% |
| YTD | -25.0% | -27.1% | +2.2% | -23.5% |
| 1Y | +29.0% | -27.2% | +56.2% | +34.4% |
| All | +29.0% | -27.8% | +56.8% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 1y: compounded portfolio wealth divided by compounded LII 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…
1y analysis · Full analysis span regression · 6 months rolling