+53.5%
LUNR vs PLUG
-95.0%
+148.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -3.6% | -0.9% | -2.7% | -3.5% |
| 30D | +5.9% | +3.3% | +2.5% | +5.5% |
| 3M | -56.0% | -39.7% | -16.2% | -52.8% |
| 6M | -20.5% | -12.5% | -8.0% | -18.4% |
| YTD | -8.7% | +10.2% | -18.9% | -8.1% |
| 1Y | +75.9% | +50.7% | +25.2% | +73.4% |
| 3Y | +202.9% | -74.5% | +277.4% | +183.0% |
| All | +53.5% | -95.0% | +148.4% | +33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling