+54.8%
LUNR vs LII
+23.5%
+31.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.4% | -2.3% | -3.9% |
| 7D | +0.5% | +0.5% | +0.1% | +0.3% |
| 30D | -5.3% | -11.2% | +5.9% | -1.4% |
| 3M | -45.6% | -28.8% | -16.8% | -39.4% |
| 6M | -17.4% | -26.9% | +9.6% | -9.0% |
| YTD | -7.9% | -22.2% | +14.3% | -1.5% |
| 1Y | +77.6% | -32.0% | +109.6% | +99.3% |
| 3Y | +247.4% | -0.4% | +247.9% | +307.5% |
| All | +54.8% | +23.5% | +31.3% | +91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling