+54.8%
LUNR vs PHM
+141.7%
-86.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.9% | -3.8% | -4.5% |
| 7D | +0.5% | -3.9% | +4.4% | +1.3% |
| 30D | -5.3% | -8.6% | +3.2% | -3.8% |
| 3M | -45.6% | -2.9% | -42.7% | -45.5% |
| 6M | -17.4% | -5.7% | -11.7% | -16.9% |
| YTD | -7.9% | +1.9% | -9.8% | -9.1% |
| 1Y | +77.6% | -12.3% | +90.0% | +80.0% |
| 3Y | +247.4% | +50.8% | +196.7% | +237.4% |
| All | +54.8% | +141.7% | -86.9% | +63.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling