+13.9%
ON vs LUNR
+62.5%
-48.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.9% | -10.3% | -4.6% |
| 7D | -2.2% | +6.5% | -8.7% | -2.3% |
| 30D | -12.4% | -4.4% | -8.0% | -12.4% |
| 3M | -41.2% | -47.3% | +6.1% | -40.6% |
| 6M | +25.0% | -11.1% | +36.0% | +25.1% |
| YTD | +31.3% | -3.4% | +34.7% | +31.0% |
| 1Y | +45.4% | +85.8% | -40.4% | +43.8% |
| 3Y | -27.4% | +264.7% | -292.1% | -27.5% |
| All | +13.9% | +62.5% | -48.6% | +8.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling