+22.6%
LUNR vs Q
+75.3%
-52.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +2.3% | +3.5% | +4.2% |
| 7D | +6.5% | +6.7% | -0.2% | +1.7% |
| 30D | -4.4% | -10.6% | +6.2% | +3.3% |
| 3M | -47.3% | -14.6% | -32.7% | -42.5% |
| 6M | -11.1% | +12.1% | -23.1% | -22.8% |
| YTD | -3.4% | +51.3% | -54.6% | -35.9% |
| All | +22.6% | +75.3% | -52.7% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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