+62.5%
LUNR vs RIO
+141.0%
-78.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.5% | +5.3% | +5.7% |
| 7D | +6.5% | +1.9% | +4.6% | +5.8% |
| 30D | -4.4% | +5.0% | -9.3% | -6.0% |
| 3M | -47.3% | +5.1% | -52.4% | -48.2% |
| 6M | -11.1% | +17.6% | -28.7% | -14.1% |
| YTD | -3.4% | +36.3% | -39.7% | -9.0% |
| 1Y | +85.8% | +71.2% | +14.6% | +69.4% |
| 3Y | +264.7% | +102.7% | +161.9% | +227.5% |
| All | +62.5% | +141.0% | -78.5% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling