+53.5%
LUNR vs M
-12.5%
+66.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | +0.3% |
| 7D | -3.6% | +4.7% | -8.4% | -4.4% |
| 30D | +5.9% | -9.6% | +15.5% | +7.6% |
| 3M | -56.0% | +0.9% | -56.8% | -56.1% |
| 6M | -20.5% | +22.3% | -42.7% | -23.4% |
| YTD | -8.7% | +6.5% | -15.3% | -10.4% |
| 1Y | +75.9% | +38.8% | +37.1% | +65.2% |
| 3Y | +202.9% | +115.9% | +87.0% | +174.0% |
| All | +53.5% | -12.5% | +66.0% | +34.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling