+48.7%
LUNR vs RRC
+91.7%
-43.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.7% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | -15.3% | +2.7% | -18.0% | -15.6% |
| 3M | -53.2% | +8.8% | -62.0% | -53.7% |
| 6M | -22.2% | -1.2% | -21.0% | -22.4% |
| YTD | -11.6% | +17.6% | -29.2% | -14.0% |
| 1Y | +68.4% | +18.4% | +50.0% | +63.5% |
| 3Y | +216.8% | +33.1% | +183.7% | +212.7% |
| All | +48.7% | +91.7% | -43.0% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling