+48.7%
LUNR vs M
-16.2%
+64.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +7.7% | -9.6% | -3.1% |
| 7D | -3.1% | -4.2% | +1.1% | -2.5% |
| 30D | -15.3% | -7.2% | -8.2% | -14.4% |
| 3M | -53.2% | -11.1% | -42.0% | -52.5% |
| 6M | -22.2% | +28.8% | -51.0% | -25.7% |
| YTD | -11.6% | +2.0% | -13.6% | -12.7% |
| 1Y | +68.4% | +31.3% | +37.2% | +59.5% |
| 3Y | +216.8% | +119.1% | +97.7% | +189.0% |
| All | +48.7% | -16.2% | +64.9% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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