+54.8%
LUNR vs PCOR
-37.9%
+92.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -3.6% | -1.1% | -3.8% |
| 7D | +0.5% | -9.0% | +9.5% | +2.9% |
| 30D | -5.3% | -7.0% | +1.7% | -3.9% |
| 3M | -45.6% | +18.3% | -64.0% | -48.6% |
| 6M | -17.4% | -7.8% | -9.6% | -17.1% |
| YTD | -7.9% | -25.6% | +17.6% | -2.5% |
| 1Y | +77.6% | -22.7% | +100.4% | +86.3% |
| 3Y | +247.4% | -17.7% | +265.1% | +268.3% |
| All | +54.8% | -37.9% | +92.7% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling