+51.5%
LUNR vs RY
+128.3%
-76.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.9% |
| 7D | -0.5% | -2.9% | +2.3% | +1.3% |
| 30D | -11.3% | -2.0% | -9.3% | -10.0% |
| 3M | -44.9% | +4.9% | -49.8% | -46.4% |
| 6M | -17.3% | +26.1% | -43.4% | -28.3% |
| YTD | -9.9% | +22.4% | -32.3% | -20.4% |
| 1Y | +76.1% | +44.7% | +31.4% | +44.0% |
| 3Y | +240.0% | +155.7% | +84.3% | +164.2% |
| All | +51.5% | +128.3% | -76.8% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling