+216.8%
LUNR vs PSKY
-18.9%
+235.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -4.0% | -2.3% |
| 7D | -3.1% | -2.4% | -0.7% | -2.6% |
| 30D | -15.3% | +11.6% | -26.9% | -17.4% |
| 3M | -53.2% | +1.5% | -54.7% | -53.4% |
| 6M | -22.2% | +7.7% | -29.9% | -23.3% |
| YTD | -11.6% | -20.1% | +8.5% | -8.9% |
| 1Y | +68.4% | -38.3% | +106.7% | +81.2% |
| 3Y | +216.8% | -17.7% | +234.5% | +181.1% |
| All | +216.8% | -18.9% | +235.7% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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