+264.7%
LUNR vs ROIV
+253.6%
+11.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +18.8% | -12.9% | -2.7% |
| 7D | +6.5% | +20.2% | -13.6% | -2.6% |
| 30D | -4.4% | +14.1% | -18.5% | -10.6% |
| 3M | -47.3% | +45.6% | -92.9% | -55.8% |
| 6M | -11.1% | +44.1% | -55.2% | -25.0% |
| YTD | -3.4% | +91.2% | -94.5% | -27.5% |
| 1Y | +85.8% | +221.3% | -135.5% | +17.6% |
| 3Y | +264.7% | +229.2% | +35.4% | +103.4% |
| All | +264.7% | +253.6% | +11.0% | +103.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling