+53.5%
LUNR vs S
-73.5%
+127.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -3.6% | -7.7% | +4.1% | -2.4% |
| 30D | +5.9% | -5.3% | +11.2% | +6.5% |
| 3M | -56.0% | +20.3% | -76.2% | -57.5% |
| 6M | -20.5% | +47.4% | -67.8% | -25.8% |
| YTD | -8.7% | +32.5% | -41.3% | -13.8% |
| 1Y | +75.9% | +9.5% | +66.4% | +70.9% |
| 3Y | +202.9% | +15.5% | +187.3% | +205.8% |
| All | +53.5% | -73.5% | +127.0% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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