-17.4%
LUNR vs PEG
-11.4%
-6.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.2% | -2.5% | -5.0% |
| 7D | +0.5% | -1.0% | +1.5% | +0.5% |
| 30D | -5.3% | -2.6% | -2.7% | -5.5% |
| 3M | -45.6% | -7.6% | -38.0% | -46.4% |
| 6M | -17.4% | -12.2% | -5.2% | -15.5% |
| All | -17.4% | -11.4% | -6.0% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 6mo: compounded portfolio wealth divided by compounded PEG 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…
6mo analysis · Full analysis span regression · 6 months rolling