+68.4%
LUNR vs MKTX
-10.6%
+79.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.8% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -15.3% | +0.7% | -16.1% | -15.4% |
| 3M | -53.2% | +40.8% | -94.0% | -54.4% |
| 6M | -22.2% | -8.0% | -14.2% | -20.8% |
| YTD | -11.6% | -8.7% | -2.8% | -9.9% |
| 1Y | +68.4% | -11.8% | +80.3% | +68.1% |
| All | +68.4% | -10.6% | +79.0% | +68.1% |
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