+51.5%
LUNR vs ROIV
+405.4%
-353.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | -0.1% | -2.0% |
| 7D | -0.5% | +19.0% | -19.5% | -1.6% |
| 30D | -11.3% | +16.1% | -27.4% | -12.1% |
| 3M | -44.9% | +44.1% | -89.0% | -45.9% |
| 6M | -17.3% | +37.8% | -55.2% | -18.8% |
| YTD | -9.9% | +88.7% | -98.6% | -11.9% |
| 1Y | +76.1% | +197.3% | -121.2% | +74.6% |
| 3Y | +240.0% | +224.9% | +15.1% | +233.6% |
| All | +51.5% | +405.4% | -353.9% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ROIV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling