+48.7%
LUNR vs PHM
+140.3%
-91.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.2% |
| 7D | -3.1% | -5.0% | +1.9% | -2.2% |
| 30D | -15.3% | -8.4% | -6.9% | -14.0% |
| 3M | -53.2% | -4.4% | -48.7% | -53.0% |
| 6M | -22.2% | -3.7% | -18.5% | -22.0% |
| YTD | -11.6% | +1.3% | -12.9% | -12.6% |
| 1Y | +68.4% | -14.0% | +82.5% | +71.3% |
| 3Y | +216.8% | +48.1% | +168.7% | +207.5% |
| All | +48.7% | +140.3% | -91.6% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling