+22.4%
LUNR vs P
+261.0%
-238.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | +12.7% | -13.3% | +26.0% | +17.5% |
| 30D | -10.5% | -34.0% | +23.5% | 0.0% |
| 3M | -25.2% | +4.1% | -29.2% | -25.2% |
| 6M | -59.2% | +30.5% | -89.7% | -61.7% |
| YTD | -27.2% | +52.2% | -79.4% | -34.4% |
| 1Y | +19.7% | +10.3% | +9.4% | +12.8% |
| 3Y | +314.4% | +180.9% | +133.5% | +274.4% |
| All | +22.4% | +261.0% | -238.6% | +14.3% |
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