+226.2%
LUNR vs PR
+64.2%
+161.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +21.5% | +1.9% | +19.5% | +20.6% |
| 7D | -1.9% | -16.4% | +14.5% | +5.9% |
| 30D | -27.3% | -1.9% | -25.4% | -27.0% |
| 3M | -29.9% | +8.0% | -37.8% | -33.0% |
| 6M | -60.2% | +4.1% | -64.3% | -61.8% |
| YTD | -35.5% | +58.7% | -94.2% | -51.1% |
| 1Y | +9.5% | +75.8% | -66.3% | -21.5% |
| 3Y | +226.2% | +73.2% | +153.0% | +143.0% |
| All | +226.2% | +64.2% | +161.9% | +143.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling