+35.0%
LUNR vs P
+289.7%
-254.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.4% | +3.6% | +6.0% |
| 7D | +51.2% | +17.8% | +33.3% | +45.0% |
| 30D | +7.0% | -29.9% | +36.8% | +17.5% |
| 3M | -23.1% | -1.2% | -22.0% | -22.5% |
| 6M | -59.4% | +32.1% | -91.5% | -62.2% |
| YTD | -19.7% | +64.3% | -84.0% | -29.1% |
| 1Y | +39.5% | +24.3% | +15.2% | +27.8% |
| 3Y | +357.2% | +203.2% | +154.0% | +304.6% |
| All | +35.0% | +289.7% | -254.7% | +23.5% |
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