+51.5%
LUNR vs RL
+189.4%
-137.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.5% | -2.3% |
| 7D | -0.5% | -2.2% | +1.6% | +0.4% |
| 30D | -11.3% | -15.3% | +4.1% | -4.6% |
| 3M | -44.9% | -10.3% | -34.6% | -42.5% |
| 6M | -17.3% | -2.2% | -15.1% | -18.0% |
| YTD | -9.9% | -4.3% | -5.6% | -10.3% |
| 1Y | +76.1% | +8.9% | +67.3% | +64.6% |
| 3Y | +240.0% | +201.4% | +38.6% | +159.0% |
| All | +51.5% | +189.4% | -137.9% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling