+62.5%
LUNR vs RMD
-13.2%
+75.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -3.2% | +9.1% | +6.1% |
| 7D | +6.5% | -4.5% | +11.0% | +6.9% |
| 30D | -4.4% | +4.6% | -9.0% | -4.8% |
| 3M | -47.3% | +14.8% | -62.0% | -48.2% |
| 6M | -11.1% | -12.1% | +1.0% | -9.5% |
| YTD | -3.4% | -7.5% | +4.1% | -2.1% |
| 1Y | +85.8% | -20.1% | +105.8% | +91.1% |
| 3Y | +264.7% | +53.9% | +210.8% | +258.1% |
| All | +62.5% | -13.2% | +75.7% | +55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling