+216.8%
LUNR vs PBR
+99.7%
+117.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.6% |
| 7D | -3.1% | +5.4% | -8.5% | -4.5% |
| 30D | -15.3% | +22.9% | -38.2% | -20.3% |
| 3M | -53.2% | +19.6% | -72.8% | -55.8% |
| 6M | -22.2% | +16.5% | -38.7% | -26.5% |
| YTD | -11.6% | +86.7% | -98.2% | -27.7% |
| 1Y | +68.4% | +74.7% | -6.3% | +40.0% |
| 3Y | +216.8% | +102.6% | +114.2% | +168.4% |
| All | +216.8% | +99.7% | +117.0% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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