+75.9%
LUNR vs USFR
+4.0%
+71.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.9% |
| 7D | -3.6% | +0.1% | -3.7% | -3.1% |
| 30D | +5.9% | +0.3% | +5.6% | +9.9% |
| 3M | -56.0% | +1.0% | -57.0% | -52.3% |
| 6M | -20.5% | +1.9% | -22.4% | -27.6% |
| YTD | -8.7% | +2.6% | -11.4% | -34.3% |
| 1Y | +75.9% | +4.0% | +71.9% | -10.0% |
| All | +75.9% | +4.0% | +71.9% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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