+216.8%
LUNR vs OSCR
+401.8%
-185.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -3.1% | +1.6% | -4.7% | -3.4% |
| 30D | -15.3% | +10.7% | -26.0% | -17.2% |
| 3M | -53.2% | +13.4% | -66.5% | -54.8% |
| 6M | -22.2% | +144.6% | -166.8% | -37.3% |
| YTD | -11.6% | +128.0% | -139.6% | -28.2% |
| 1Y | +68.4% | +68.7% | -0.2% | +43.0% |
| 3Y | +216.8% | +398.8% | -182.0% | +88.3% |
| All | +216.8% | +401.8% | -185.1% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling