+53.5%
LUNR vs RL
+201.9%
-148.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | +5.9% | -7.8% | +13.6% | +9.4% |
| 3M | -56.0% | -4.0% | -52.0% | -55.5% |
| 6M | -20.5% | -1.9% | -18.6% | -21.2% |
| YTD | -8.7% | -0.2% | -8.6% | -10.9% |
| 1Y | +75.9% | +10.7% | +65.2% | +63.2% |
| 3Y | +202.9% | +210.8% | -7.9% | +126.5% |
| All | +53.5% | +201.9% | -148.4% | +14.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling