-19.6%
META vs LUNR
+86.4%
-106.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.4% | -0.8% |
| 7D | +6.0% | +6.5% | -0.5% | +5.8% |
| 30D | +3.6% | -4.4% | +8.0% | +3.7% |
| 3M | +4.9% | -47.3% | +52.2% | +7.6% |
| 6M | -4.7% | -11.1% | +6.4% | -5.2% |
| YTD | -6.9% | -3.4% | -3.5% | -8.7% |
| All | -19.6% | +86.4% | -106.1% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling