+48.7%
LUNR vs RJF
+87.1%
-38.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -3.1% | -2.7% | -0.4% | -1.9% |
| 30D | -15.3% | -4.3% | -11.1% | -13.8% |
| 3M | -53.2% | +15.7% | -68.9% | -56.6% |
| 6M | -22.2% | +17.8% | -40.0% | -29.2% |
| YTD | -11.6% | +9.2% | -20.8% | -16.0% |
| 1Y | +68.4% | +2.8% | +65.7% | +65.3% |
| 3Y | +216.8% | +69.5% | +147.3% | +182.4% |
| All | +48.7% | +87.1% | -38.4% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 5y: compounded portfolio wealth divided by compounded RJF 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…
5y analysis · Full analysis span regression · 6 months rolling