+48.7%
LUNR vs RVTY
-33.1%
+81.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.8% | -4.6% | -2.7% |
| 7D | -3.1% | -4.5% | +1.4% | -1.8% |
| 30D | -15.3% | +5.5% | -20.8% | -16.9% |
| 3M | -53.2% | +22.5% | -75.7% | -56.5% |
| 6M | -22.2% | +38.9% | -61.1% | -30.6% |
| YTD | -11.6% | +28.7% | -40.3% | -20.0% |
| 1Y | +68.4% | +45.5% | +22.9% | +47.6% |
| 3Y | +216.8% | +16.4% | +200.4% | +190.0% |
| All | +48.7% | -33.1% | +81.8% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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