-76.5%
PATH vs LUNR
+24.8%
-101.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +15.0% | -15.1% | -0.6% |
| 7D | -2.7% | +22.1% | -24.8% | -3.4% |
| 30D | -3.7% | -8.7% | +5.0% | -3.6% |
| 3M | -13.8% | -26.6% | +12.8% | -13.3% |
| 6M | +20.3% | -58.4% | +78.7% | +22.4% |
| YTD | -20.8% | -25.8% | +5.0% | -21.2% |
| 1Y | -9.2% | +25.5% | -34.8% | -11.0% |
| 3Y | -21.8% | +300.0% | -321.8% | -23.5% |
| All | -76.5% | +24.8% | -101.3% | -75.0% |
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 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