+216.8%
LUNR vs TROW
+11.3%
+205.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -0.5% |
| 7D | -3.1% | -3.2% | +0.1% | +0.7% |
| 30D | -15.3% | -4.6% | -10.7% | -10.7% |
| 3M | -53.2% | -0.7% | -52.5% | -53.8% |
| 6M | -22.2% | +22.2% | -44.4% | -39.5% |
| YTD | -11.6% | +6.6% | -18.2% | -18.6% |
| 1Y | +68.4% | +5.8% | +62.6% | +57.4% |
| 3Y | +216.8% | +11.6% | +205.2% | +139.9% |
| All | +216.8% | +11.3% | +205.4% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling