+53.5%
LUNR vs RY
+133.4%
-80.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.2% |
| 7D | -3.6% | +3.1% | -6.8% | -5.5% |
| 30D | +5.9% | -0.3% | +6.2% | +6.2% |
| 3M | -56.0% | +8.7% | -64.6% | -58.1% |
| 6M | -20.5% | +28.5% | -49.0% | -31.8% |
| YTD | -8.7% | +25.1% | -33.9% | -20.5% |
| 1Y | +75.9% | +46.3% | +29.6% | +42.5% |
| 3Y | +202.9% | +154.9% | +47.9% | +129.6% |
| All | +53.5% | +133.4% | -80.0% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling