+216.8%
LUNR vs ZCMD
-100.0%
+316.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -7.1% | +5.2% | -1.9% |
| 7D | -3.1% | -5.4% | +2.3% | -3.1% |
| 30D | -15.3% | -24.8% | +9.4% | -15.4% |
| 3M | -53.2% | -62.8% | +9.6% | -52.6% |
| 6M | -22.2% | -99.5% | +77.3% | -25.9% |
| YTD | -11.6% | -99.8% | +88.2% | -16.3% |
| 1Y | +68.4% | -99.9% | +168.3% | +57.0% |
| 3Y | +216.8% | -100.0% | +316.8% | +241.9% |
| All | +216.8% | -100.0% | +316.8% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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