+96.8%
META vs LUNR
+348.3%
-251.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +5.2% | +24.2% | -19.0% | +3.7% |
| 30D | -13.0% | +18.0% | -31.0% | -14.1% |
| 3M | +7.9% | -26.0% | +33.9% | +9.1% |
| 6M | +4.2% | -63.6% | +67.8% | +9.0% |
| YTD | -2.5% | -19.9% | +17.4% | -4.3% |
| 1Y | +5.6% | +50.1% | -44.5% | -1.0% |
| 3Y | +96.8% | +374.5% | -277.7% | +71.6% |
| All | +96.8% | +348.3% | -251.5% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling