+84.8%
META vs LUNR
+35.0%
+49.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.0% | -7.8% | -0.9% |
| 7D | +3.1% | +51.2% | -48.1% | +2.5% |
| 30D | -18.2% | +7.0% | -25.2% | -18.3% |
| 3M | +7.8% | -23.1% | +30.9% | +8.0% |
| 6M | +3.6% | -59.4% | +63.0% | +4.3% |
| YTD | -5.3% | -19.7% | +14.4% | -5.5% |
| 1Y | +2.7% | +39.5% | -36.8% | +2.0% |
| 3Y | +91.5% | +357.2% | -265.7% | +92.5% |
| All | +84.8% | +35.0% | +49.7% | +94.6% |
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