+374.5%
LUNR vs M
+158.0%
+216.5%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.8% |
| 7D | +24.2% | +7.0% | +17.1% | +21.5% |
| 30D | +18.0% | +8.9% | +9.1% | +14.2% |
| 3M | -26.0% | +4.5% | -30.5% | -27.5% |
| 6M | -63.6% | +36.2% | -99.8% | -67.9% |
| YTD | -19.9% | +15.1% | -35.0% | -25.7% |
| 1Y | +50.1% | +27.4% | +22.7% | +33.5% |
| 3Y | +374.5% | +160.1% | +214.3% | +228.3% |
| All | +374.5% | +158.0% | +216.5% | +228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling