+53.5%
LUNR vs PR
+274.3%
-220.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.7% |
| 7D | -3.6% | +2.9% | -6.6% | -3.6% |
| 30D | +5.9% | +18.0% | -12.2% | +6.3% |
| 3M | -56.0% | +16.9% | -72.8% | -55.8% |
| 6M | -20.5% | +28.2% | -48.7% | -20.0% |
| YTD | -8.7% | +69.3% | -78.1% | -7.5% |
| 1Y | +75.9% | +69.5% | +6.4% | +78.4% |
| 3Y | +202.9% | +81.7% | +121.2% | +206.1% |
| All | +53.5% | +274.3% | -220.8% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling