+54.8%
LUNR vs M
-18.4%
+73.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.5% | -4.0% |
| 7D | +0.5% | -4.1% | +4.6% | +1.2% |
| 30D | -5.3% | -13.6% | +8.3% | -3.1% |
| 3M | -45.6% | -2.3% | -43.3% | -45.6% |
| 6M | -17.4% | +21.9% | -39.3% | -20.4% |
| YTD | -7.9% | -0.6% | -7.4% | -8.6% |
| 1Y | +77.6% | +29.7% | +47.9% | +68.7% |
| 3Y | +247.4% | +107.3% | +140.2% | +218.2% |
| All | +54.8% | -18.4% | +73.2% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling