+48.7%
LUNR vs RIO
+132.0%
-83.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.0% |
| 7D | -3.1% | -3.2% | +0.1% | -2.0% |
| 30D | -15.3% | +0.9% | -16.3% | -15.7% |
| 3M | -53.2% | -1.4% | -51.7% | -53.0% |
| 6M | -22.2% | +10.9% | -33.2% | -23.6% |
| YTD | -11.6% | +31.2% | -42.8% | -15.6% |
| 1Y | +68.4% | +67.9% | +0.5% | +55.2% |
| 3Y | +216.8% | +88.8% | +128.0% | +188.0% |
| All | +48.7% | +132.0% | -83.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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