+80.8%
META vs LUNR
+8.5%
+72.3%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +21.5% | -20.6% | +0.6% |
| 7D | -0.8% | -1.9% | +1.1% | -0.8% |
| 30D | -15.4% | -27.3% | +11.9% | -15.2% |
| 3M | +3.5% | -29.9% | +33.4% | +3.8% |
| 6M | -0.3% | -60.2% | +60.0% | +0.5% |
| YTD | -7.3% | -35.5% | +28.2% | -7.2% |
| 1Y | -1.1% | +9.5% | -10.6% | -1.5% |
| 3Y | +95.1% | +226.2% | -131.1% | +96.4% |
| All | +80.8% | +8.5% | +72.3% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling