+48.7%
LUNR vs RSG
+73.0%
-24.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.1% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | -15.3% | +4.0% | -19.3% | -16.8% |
| 3M | -53.2% | +7.4% | -60.5% | -55.1% |
| 6M | -22.2% | +0.1% | -22.3% | -23.0% |
| YTD | -11.6% | +6.0% | -17.6% | -16.2% |
| 1Y | +68.4% | -3.0% | +71.4% | +69.6% |
| 3Y | +216.8% | +56.5% | +160.3% | +100.4% |
| All | +48.7% | +73.0% | -24.3% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling