+54.8%
LUNR vs MTB
+73.7%
-18.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.6% |
| 7D | +0.5% | +1.1% | -0.5% | 0.0% |
| 30D | -5.3% | -4.6% | -0.7% | -3.4% |
| 3M | -45.6% | +6.3% | -51.9% | -47.3% |
| 6M | -17.4% | +15.6% | -33.0% | -22.9% |
| YTD | -7.9% | +20.6% | -28.5% | -16.0% |
| 1Y | +77.6% | +22.5% | +55.1% | +61.3% |
| 3Y | +247.4% | +114.4% | +133.0% | +192.8% |
| All | +54.8% | +73.7% | -18.9% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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