+54.8%
LUNR vs RJF
+89.3%
-34.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.6% |
| 30D | -5.3% | -2.0% | -3.3% | -4.6% |
| 3M | -45.6% | +16.3% | -61.9% | -49.7% |
| 6M | -17.4% | +16.9% | -34.3% | -24.4% |
| YTD | -7.9% | +10.4% | -18.4% | -13.0% |
| 1Y | +77.6% | +7.4% | +70.2% | +71.0% |
| 3Y | +247.4% | +72.2% | +175.2% | +208.2% |
| All | +54.8% | +89.3% | -34.5% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling