-17.4%
LUNR vs OSCR
+93.2%
-110.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -5.7% | -7.5% | -12.1% |
| 7D | -26.2% | +7.8% | -34.0% | -27.1% |
| 30D | -42.8% | +2.6% | -45.4% | -43.1% |
| 3M | -38.4% | +10.2% | -48.6% | -40.1% |
| 6M | -65.2% | +84.9% | -150.2% | -70.4% |
| YTD | -46.9% | +130.9% | -177.8% | -58.7% |
| 1Y | -17.4% | +94.8% | -112.3% | -34.2% |
| All | -17.4% | +93.2% | -110.7% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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