+26.2%
LUNR vs ROIV
+416.7%
-390.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.6% | +1.5% | +3.0% |
| 7D | +22.7% | +9.5% | +13.2% | +21.9% |
| 30D | -5.3% | +21.0% | -26.3% | -6.4% |
| 3M | -26.1% | +18.7% | -44.8% | -26.9% |
| 6M | -62.4% | +44.5% | -106.9% | -63.2% |
| YTD | -25.0% | +92.9% | -117.8% | -26.7% |
| 1Y | +29.0% | +100.2% | -71.2% | +26.0% |
| 3Y | +327.4% | +375.0% | -47.7% | +335.7% |
| All | +26.2% | +416.7% | -390.4% | +33.3% |
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 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