+24.8%
LUNR vs PENG
+53.4%
-28.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +9.3% | +5.7% | +12.6% |
| 7D | +22.1% | -3.8% | +25.9% | +23.5% |
| 30D | -8.7% | -40.1% | +31.4% | +2.6% |
| 3M | -26.6% | -21.8% | -4.8% | -22.6% |
| 6M | -58.4% | +3.3% | -61.8% | -59.2% |
| YTD | -25.8% | +133.6% | -159.5% | -37.2% |
| 1Y | +25.5% | +110.7% | -85.1% | +7.8% |
| 3Y | +300.0% | +204.3% | +95.7% | +256.2% |
| All | +24.8% | +53.4% | -28.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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