+51.5%
LUNR vs LTH
+112.3%
-60.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -2.0% |
| 7D | -0.5% | -3.7% | +3.2% | +0.1% |
| 30D | -11.3% | -5.3% | -6.0% | -10.4% |
| 3M | -44.9% | +24.2% | -69.1% | -47.2% |
| 6M | -17.3% | +54.8% | -72.1% | -23.6% |
| YTD | -9.9% | +56.1% | -66.0% | -16.9% |
| 1Y | +76.1% | +45.5% | +30.6% | +63.9% |
| 3Y | +240.0% | +155.9% | +84.1% | +221.7% |
| All | +51.5% | +112.3% | -60.8% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 10y: compounded portfolio wealth divided by compounded LTH 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…
10y analysis · Full analysis span regression · 6 months rolling