+48.7%
LUNR vs TROW
-38.7%
+87.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.7% | -1.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.0% |
| 30D | -15.3% | -4.6% | -10.7% | -13.9% |
| 3M | -53.2% | -0.7% | -52.5% | -53.2% |
| 6M | -22.2% | +22.2% | -44.4% | -27.1% |
| YTD | -11.6% | +6.6% | -18.2% | -13.3% |
| 1Y | +68.4% | +5.8% | +62.6% | +65.9% |
| 3Y | +216.8% | +11.6% | +205.2% | +200.8% |
| All | +48.7% | -38.7% | +87.4% | +41.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling