+229.8%
LUNR vs RRC
+31.0%
+198.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.4% | -4.4% | -4.6% |
| 7D | +0.5% | -1.7% | +2.3% | +1.1% |
| 30D | -5.3% | +3.6% | -8.9% | -6.6% |
| 3M | -45.6% | +8.8% | -54.5% | -47.8% |
| 6M | -17.4% | +0.8% | -18.2% | -18.9% |
| YTD | -7.9% | +19.0% | -26.9% | -17.0% |
| 1Y | +77.6% | +22.9% | +54.7% | +55.9% |
| All | +229.8% | +31.0% | +198.8% | +213.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling