+90.0%
META vs LUNR
+24.8%
+65.2%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +15.0% | -9.9% | +4.9% |
| 7D | +5.7% | +22.1% | -16.4% | +5.4% |
| 30D | -10.8% | -8.7% | -2.0% | -10.7% |
| 3M | +8.4% | -26.6% | +35.0% | +8.6% |
| 6M | +5.4% | -58.4% | +63.8% | +6.1% |
| YTD | -2.6% | -25.8% | +23.2% | -2.7% |
| 1Y | +3.5% | +25.5% | -22.0% | +2.9% |
| 3Y | +102.0% | +300.0% | -198.0% | +103.2% |
| All | +90.0% | +24.8% | +65.2% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling