+374.5%
LUNR vs PL
+536.4%
-162.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.1% |
| 7D | +24.2% | +10.0% | +14.1% | +18.0% |
| 30D | +18.0% | -2.3% | +20.2% | +21.1% |
| 3M | -26.0% | -44.2% | +18.2% | +1.8% |
| 6M | -63.6% | -66.1% | +2.5% | -35.3% |
| YTD | -19.9% | -30.0% | +10.1% | +5.1% |
| 1Y | +50.1% | +21.0% | +29.1% | +59.0% |
| 3Y | +374.5% | +516.5% | -142.1% | +120.4% |
| All | +374.5% | +536.4% | -162.0% | +120.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling