+34.7%
LUNR vs RRC
+141.5%
-106.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +24.2% | +6.4% | +17.8% | +23.4% |
| 30D | +18.0% | +23.9% | -5.9% | +15.4% |
| 3M | -26.0% | +30.2% | -56.1% | -28.0% |
| 6M | -63.6% | +26.3% | -89.8% | -64.5% |
| YTD | -19.9% | +48.1% | -68.0% | -24.0% |
| 1Y | +50.1% | +37.7% | +12.4% | +43.8% |
| 3Y | +374.5% | +60.3% | +314.2% | +355.3% |
| All | +34.7% | +141.5% | -106.8% | +30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling