+264.7%
LUNR vs RL
+211.8%
+52.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.1% | +7.0% | +6.7% |
| 7D | +6.5% | +1.9% | +4.6% | +4.9% |
| 30D | -4.4% | -12.2% | +7.8% | +4.7% |
| 3M | -47.3% | -6.6% | -40.6% | -45.5% |
| 6M | -11.1% | +3.2% | -14.2% | -17.1% |
| YTD | -3.4% | -1.3% | -2.1% | -8.0% |
| 1Y | +85.8% | +13.6% | +72.2% | +54.1% |
| 3Y | +264.7% | +210.9% | +53.8% | +53.1% |
| All | +264.7% | +211.8% | +52.8% | +53.1% |
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