+48.7%
LUNR vs MKTX
-55.8%
+104.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.8% | -1.9% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | -15.3% | +0.7% | -16.1% | -15.3% |
| 3M | -53.2% | +40.8% | -94.0% | -51.8% |
| 6M | -22.2% | -8.0% | -14.2% | -23.4% |
| YTD | -11.6% | -8.7% | -2.8% | -13.0% |
| 1Y | +68.4% | -11.8% | +80.3% | +65.0% |
| 3Y | +216.8% | -24.0% | +240.8% | +204.8% |
| All | +48.7% | -55.8% | +104.5% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling