+24.8%
LUNR vs PL
+30.4%
-5.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +14.5% | +0.5% | +9.8% |
| 7D | +22.1% | +10.9% | +11.2% | +18.7% |
| 30D | -8.7% | -16.4% | +7.6% | -1.8% |
| 3M | -26.6% | -39.9% | +13.4% | -11.5% |
| 6M | -58.4% | -63.2% | +4.8% | -40.6% |
| YTD | -25.8% | -27.1% | +1.3% | -9.7% |
| 1Y | +25.5% | +12.2% | +13.4% | +39.5% |
| 3Y | +300.0% | +584.3% | -284.3% | +230.1% |
| All | +24.8% | +30.4% | -5.6% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 10y: compounded portfolio wealth divided by compounded PL 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…
10y analysis · Full analysis span regression · 6 months rolling