+12.5%
ON vs LUNR
+51.5%
-39.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.1% |
| 7D | -4.7% | -0.5% | -4.2% | -4.7% |
| 30D | -13.5% | -11.3% | -2.2% | -13.3% |
| 3M | -36.3% | -44.9% | +8.6% | -35.7% |
| 6M | +17.8% | -17.3% | +35.1% | +18.0% |
| YTD | +29.6% | -9.9% | +39.5% | +29.5% |
| 1Y | +45.8% | +76.1% | -30.4% | +44.4% |
| 3Y | -28.3% | +240.0% | -268.3% | -28.3% |
| All | +12.5% | +51.5% | -39.1% | +7.6% |
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 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