+53.5%
LUNR vs P
+252.2%
-198.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.4% |
| 7D | -3.6% | +6.5% | -10.2% | -5.1% |
| 30D | +5.9% | +18.8% | -13.0% | +1.5% |
| 3M | -56.0% | +26.7% | -82.7% | -58.4% |
| 6M | -20.5% | +62.2% | -82.6% | -29.0% |
| YTD | -8.7% | +48.5% | -57.2% | -18.1% |
| 1Y | +75.9% | +26.4% | +49.5% | +61.0% |
| 3Y | +202.9% | +159.4% | +43.5% | +171.2% |
| All | +53.5% | +252.2% | -198.8% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling