-4.5%
LUNR vs MKTX
+5.4%
-9.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | 0.0% | -5.2% | -5.2% |
| 7D | -14.3% | +0.5% | -14.8% | -14.4% |
| 30D | -30.5% | +1.0% | -31.5% | -30.6% |
| 3M | -28.9% | +2.5% | -31.4% | -29.1% |
| 6M | -60.8% | +8.0% | -68.9% | -60.7% |
| YTD | -38.8% | -7.3% | -31.5% | -35.7% |
| 1Y | -4.5% | +4.7% | -9.2% | -8.7% |
| All | -4.5% | +5.4% | -9.9% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling