+62.5%
LUNR vs PR
+278.9%
-216.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.2% | +4.6% | +5.9% |
| 7D | +6.5% | -0.6% | +7.1% | +6.5% |
| 30D | -4.4% | +17.4% | -21.8% | -4.0% |
| 3M | -47.3% | +21.8% | -69.0% | -47.0% |
| 6M | -11.1% | +27.6% | -38.7% | -10.5% |
| YTD | -3.4% | +71.4% | -74.8% | -2.1% |
| 1Y | +85.8% | +78.3% | +7.5% | +88.8% |
| 3Y | +264.7% | +85.5% | +179.2% | +269.7% |
| All | +62.5% | +278.9% | -216.4% | +119.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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