+54.8%
LUNR vs PLUG
-95.0%
+149.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.0% | -0.7% | -4.2% |
| 7D | +0.5% | +3.8% | -3.3% | 0.0% |
| 30D | -5.3% | +2.8% | -8.2% | -5.6% |
| 3M | -45.6% | -25.4% | -20.2% | -43.3% |
| 6M | -17.4% | -0.5% | -16.9% | -16.3% |
| YTD | -7.9% | +10.2% | -18.1% | -7.3% |
| 1Y | +77.6% | +53.9% | +23.7% | +75.0% |
| 3Y | +247.4% | -72.7% | +320.2% | +227.1% |
| All | +54.8% | -95.0% | +149.8% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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