+53.5%
LUNR vs RRC
+95.2%
-41.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.8% |
| 7D | -3.6% | +1.3% | -4.9% | -3.8% |
| 30D | +5.9% | +10.1% | -4.3% | +4.7% |
| 3M | -56.0% | +4.0% | -60.0% | -56.2% |
| 6M | -20.5% | +1.6% | -22.0% | -20.9% |
| YTD | -8.7% | +19.7% | -28.5% | -11.4% |
| 1Y | +75.9% | +21.4% | +54.5% | +70.3% |
| 3Y | +202.9% | +29.7% | +173.2% | +197.9% |
| All | +53.5% | +95.2% | -41.7% | +52.4% |
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