+54.8%
LUNR vs OMC
+36.1%
+18.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.5% | -1.2% | -4.3% |
| 7D | +0.5% | -4.2% | +4.8% | +1.0% |
| 30D | -5.3% | -7.5% | +2.2% | -4.6% |
| 3M | -45.6% | +4.6% | -50.3% | -46.2% |
| 6M | -17.4% | -4.8% | -12.5% | -17.1% |
| YTD | -7.9% | -1.0% | -6.9% | -8.6% |
| 1Y | +77.6% | +3.8% | +73.8% | +74.3% |
| 3Y | +247.4% | +10.2% | +237.2% | +234.6% |
| All | +54.8% | +36.1% | +18.7% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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