+53.5%
LUNR vs RVTY
-29.9%
+83.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -3.6% | +1.1% | -4.7% | -4.0% |
| 30D | +5.9% | +13.2% | -7.4% | +1.7% |
| 3M | -56.0% | +27.2% | -83.2% | -59.6% |
| 6M | -20.5% | +32.4% | -52.9% | -28.0% |
| YTD | -8.7% | +34.9% | -43.6% | -18.6% |
| 1Y | +75.9% | +52.4% | +23.5% | +52.0% |
| 3Y | +202.9% | +12.3% | +190.6% | +176.5% |
| All | +53.5% | -29.9% | +83.4% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling