+48.7%
LUNR vs OSCR
+174.2%
-125.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | -3.1% | +1.6% | -4.7% | -3.2% |
| 30D | -15.3% | +10.7% | -26.0% | -16.0% |
| 3M | -53.2% | +13.4% | -66.5% | -53.7% |
| 6M | -22.2% | +144.6% | -166.8% | -27.7% |
| YTD | -11.6% | +128.0% | -139.6% | -17.6% |
| 1Y | +68.4% | +68.7% | -0.2% | +59.1% |
| 3Y | +216.8% | +398.8% | -182.0% | +206.9% |
| All | +48.7% | +174.2% | -125.5% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling