+48.7%
LUNR vs RL
+191.5%
-142.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.6% | -2.2% |
| 7D | -3.1% | -3.4% | +0.3% | -1.6% |
| 30D | -15.3% | -14.4% | -0.9% | -9.4% |
| 3M | -53.2% | -13.6% | -39.6% | -50.4% |
| 6M | -22.2% | +0.6% | -22.8% | -23.8% |
| YTD | -11.6% | -3.6% | -8.0% | -12.3% |
| 1Y | +68.4% | +8.3% | +60.1% | +57.8% |
| 3Y | +216.8% | +204.8% | +12.0% | +140.5% |
| All | +48.7% | +191.5% | -142.8% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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