+22.0%
ON vs LUNR
+48.7%
-26.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.8% | +10.4% | +8.5% |
| 7D | +2.4% | -3.1% | +5.5% | +2.4% |
| 30D | -8.6% | -15.3% | +6.7% | -8.3% |
| 3M | -34.3% | -53.2% | +18.8% | -33.5% |
| 6M | +28.5% | -22.2% | +50.8% | +29.0% |
| YTD | +40.6% | -11.6% | +52.2% | +40.6% |
| 1Y | +55.3% | +68.4% | -13.1% | +53.9% |
| 3Y | -22.2% | +216.8% | -239.0% | -22.2% |
| All | +22.0% | +48.7% | -26.7% | +16.7% |
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