+374.5%
LUNR vs RL
+250.5%
+123.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +0.9% | +0.6% |
| 7D | +24.2% | +2.6% | +21.6% | +22.1% |
| 30D | +18.0% | +2.9% | +15.0% | +15.8% |
| 3M | -26.0% | 0.0% | -26.0% | -26.0% |
| 6M | -63.6% | +17.1% | -80.7% | -68.8% |
| YTD | -19.9% | +10.1% | -30.0% | -29.6% |
| 1Y | +50.1% | +17.3% | +32.8% | +23.5% |
| 3Y | +374.5% | +249.3% | +125.1% | +129.4% |
| All | +374.5% | +250.5% | +123.9% | +129.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling