+226.2%
LUNR vs PL
+455.3%
-229.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +10.4% | +11.1% | +15.9% |
| 7D | -1.9% | -6.8% | +5.0% | +2.9% |
| 30D | -27.3% | -29.3% | +2.0% | -11.6% |
| 3M | -29.9% | -44.8% | +14.9% | -2.8% |
| 6M | -60.2% | -68.4% | +8.1% | -26.3% |
| YTD | -35.5% | -36.4% | +0.9% | -11.0% |
| 1Y | +9.5% | +0.7% | +8.8% | +26.2% |
| 3Y | +226.2% | +455.3% | -229.1% | +63.5% |
| All | +226.2% | +455.3% | -229.1% | +63.5% |
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 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