-63.6%
LUNR vs M
+36.8%
-100.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.6% |
| 7D | +24.2% | +7.0% | +17.1% | +22.0% |
| 30D | +18.0% | +8.9% | +9.1% | +15.2% |
| 3M | -26.0% | +4.5% | -30.5% | -26.8% |
| 6M | -63.6% | +36.2% | -99.8% | -72.7% |
| All | -63.6% | +36.8% | -100.4% | -72.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling