+222.7%
LUNR vs PHM
+47.0%
+175.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.2% |
| 7D | -0.5% | -6.4% | +5.8% | +2.2% |
| 30D | -11.3% | -12.1% | +0.8% | -6.5% |
| 3M | -44.9% | -1.5% | -43.4% | -45.2% |
| 6M | -17.3% | -6.0% | -11.3% | -16.2% |
| YTD | -9.9% | -0.3% | -9.6% | -12.7% |
| 1Y | +76.1% | -13.3% | +89.5% | +82.6% |
| All | +222.7% | +47.0% | +175.7% | +105.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 3y: compounded portfolio wealth divided by compounded PHM 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…
3y analysis · Full analysis span regression · 6 months rolling