+54.8%
LUNR vs USFR
+20.5%
+34.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | 0.0% | -4.7% | -4.7% |
| 7D | +0.5% | +0.1% | +0.5% | -0.9% |
| 30D | -5.3% | +0.3% | -5.6% | -11.4% |
| 3M | -45.6% | +1.0% | -46.6% | -57.6% |
| 6M | -17.4% | +1.9% | -19.3% | -50.3% |
| YTD | -7.9% | +2.7% | -10.6% | -54.5% |
| 1Y | +77.6% | +4.0% | +73.7% | -38.6% |
| 3Y | +247.4% | +14.0% | +233.4% | -93.3% |
| All | +54.8% | +20.5% | +34.4% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling