+54.8%
LUNR vs ROIV
+416.2%
-361.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.8% | -5.5% | -4.8% |
| 7D | +0.5% | +22.3% | -21.8% | -0.7% |
| 30D | -5.3% | +16.9% | -22.2% | -6.2% |
| 3M | -45.6% | +43.9% | -89.5% | -46.6% |
| 6M | -17.4% | +41.6% | -59.0% | -18.9% |
| YTD | -7.9% | +92.7% | -100.6% | -10.0% |
| 1Y | +77.6% | +210.2% | -132.5% | +76.0% |
| 3Y | +247.4% | +231.8% | +15.6% | +240.4% |
| All | +54.8% | +416.2% | -361.4% | +63.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling