+53.5%
LUNR vs PCOR
-33.4%
+86.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.3% | +5.0% | +1.8% |
| 7D | -3.6% | -9.0% | +5.3% | -1.3% |
| 30D | +5.9% | +4.2% | +1.7% | +4.4% |
| 3M | -56.0% | +14.4% | -70.4% | -57.8% |
| 6M | -20.5% | +0.2% | -20.6% | -22.0% |
| YTD | -8.7% | -20.3% | +11.5% | -5.1% |
| 1Y | +75.9% | -16.1% | +92.0% | +80.6% |
| 3Y | +202.9% | -14.7% | +217.6% | +215.4% |
| All | +53.5% | -33.4% | +86.9% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling