-4.5%
LUNR vs PPG
+38.5%
-43.0%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.0% | -10.2% | -8.3% |
| 7D | -14.3% | +7.5% | -21.8% | -18.9% |
| 30D | -30.5% | +20.9% | -51.4% | -39.7% |
| 3M | -28.9% | +8.7% | -37.6% | -33.5% |
| 6M | -60.8% | +23.8% | -84.7% | -66.4% |
| YTD | -38.8% | +26.5% | -65.3% | -50.2% |
| 1Y | -4.5% | +37.6% | -42.1% | -29.9% |
| All | -4.5% | +38.5% | -43.0% | -29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling