+264.7%
LUNR vs LII
+2.8%
+261.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.2% | +6.7% |
| 7D | +6.5% | +2.1% | +4.4% | +5.0% |
| 30D | -4.4% | -12.4% | +8.0% | +3.4% |
| 3M | -47.3% | -24.8% | -22.5% | -39.2% |
| 6M | -11.1% | -25.2% | +14.1% | +2.4% |
| YTD | -3.4% | -20.3% | +16.9% | +4.1% |
| 1Y | +85.8% | -32.9% | +118.7% | +127.9% |
| 3Y | +264.7% | +2.0% | +262.6% | +308.0% |
| All | +264.7% | +2.8% | +261.9% | +308.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling