-4.5%
LUNR vs TROW
+17.3%
-21.8%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.2% | -12.2% |
| 7D | -14.3% | +8.2% | -22.6% | -22.7% |
| 30D | -30.5% | +8.3% | -38.8% | -37.3% |
| 3M | -28.9% | -1.6% | -27.3% | -27.5% |
| 6M | -60.8% | +11.9% | -72.7% | -68.5% |
| YTD | -38.8% | +14.3% | -53.2% | -54.5% |
| 1Y | -4.5% | +17.0% | -21.5% | -32.3% |
| All | -4.5% | +17.3% | -21.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling