+229.8%
LUNR vs P
+144.8%
+85.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -3.4% |
| 7D | +0.5% | +5.0% | -4.5% | -1.1% |
| 30D | -5.3% | -0.9% | -4.4% | -5.3% |
| 3M | -45.6% | +38.7% | -84.3% | -51.6% |
| 6M | -17.4% | +54.4% | -71.7% | -29.6% |
| YTD | -7.9% | +44.8% | -52.8% | -21.7% |
| 1Y | +77.6% | +22.5% | +55.1% | +55.6% |
| All | +229.8% | +144.8% | +85.0% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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