+62.5%
LUNR vs RY
+131.7%
-69.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.8% | +6.6% | +6.3% |
| 7D | +6.5% | +2.7% | +3.8% | +4.6% |
| 30D | -4.4% | -1.0% | -3.4% | -3.7% |
| 3M | -47.3% | +7.6% | -54.9% | -49.6% |
| 6M | -11.1% | +29.5% | -40.5% | -24.1% |
| YTD | -3.4% | +24.2% | -27.6% | -15.5% |
| 1Y | +85.8% | +46.4% | +39.4% | +50.6% |
| 3Y | +264.7% | +159.4% | +105.2% | +180.7% |
| All | +62.5% | +131.7% | -69.2% | +18.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling