+54.8%
LUNR vs LNT
+42.1%
+12.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -4.5% |
| 7D | +0.5% | +0.2% | +0.4% | +0.5% |
| 30D | -5.3% | -0.5% | -4.8% | -5.2% |
| 3M | -45.6% | -5.5% | -40.1% | -45.2% |
| 6M | -17.4% | -3.8% | -13.6% | -17.1% |
| YTD | -7.9% | +6.8% | -14.8% | -9.8% |
| 1Y | +77.6% | +9.3% | +68.3% | +72.8% |
| 3Y | +247.4% | +47.9% | +199.5% | +222.2% |
| All | +54.8% | +42.1% | +12.7% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling