+48.7%
LUNR vs RMD
-14.3%
+63.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.8% |
| 7D | -3.1% | -4.4% | +1.3% | -2.8% |
| 30D | -15.3% | -3.1% | -12.2% | -15.2% |
| 3M | -53.2% | +13.8% | -66.9% | -53.9% |
| 6M | -22.2% | -8.6% | -13.6% | -21.2% |
| YTD | -11.6% | -8.6% | -2.9% | -10.3% |
| 1Y | +68.4% | -19.7% | +88.1% | +73.1% |
| 3Y | +216.8% | +48.4% | +168.4% | +211.3% |
| All | +48.7% | -14.3% | +63.0% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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