+54.8%
LUNR vs PEG
+37.1%
+17.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.3% | -3.4% | -4.2% |
| 7D | +0.5% | -0.1% | +0.6% | +0.6% |
| 30D | -5.3% | -1.7% | -3.6% | -4.7% |
| 3M | -45.6% | -6.8% | -38.8% | -44.2% |
| 6M | -17.4% | -11.4% | -6.0% | -13.5% |
| YTD | -7.9% | -7.2% | -0.7% | -5.8% |
| 1Y | +77.6% | -6.1% | +83.8% | +80.1% |
| 3Y | +247.4% | +31.8% | +215.7% | +247.1% |
| All | +54.8% | +37.1% | +17.8% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling