+216.8%
LUNR vs LNT
+46.9%
+169.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.9% | -1.9% |
| 7D | -3.1% | -1.0% | -2.1% | -2.5% |
| 30D | -15.3% | -4.2% | -11.1% | -13.3% |
| 3M | -53.2% | -6.7% | -46.5% | -51.8% |
| 6M | -22.2% | -3.6% | -18.6% | -21.9% |
| YTD | -11.6% | +5.9% | -17.5% | -17.3% |
| 1Y | +68.4% | +7.3% | +61.2% | +54.7% |
| 3Y | +216.8% | +46.5% | +170.3% | +101.5% |
| All | +216.8% | +46.9% | +169.9% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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