-21.8%
PATH vs LUNR
+198.3%
-220.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +21.5% | -21.5% | -2.4% |
| 7D | -5.3% | -1.9% | -3.4% | -5.5% |
| 30D | -0.5% | -27.3% | +26.8% | +2.4% |
| 3M | -7.1% | -29.9% | +22.7% | -4.6% |
| 6M | +23.8% | -60.2% | +84.0% | +32.1% |
| YTD | -20.7% | -35.5% | +14.8% | -22.2% |
| 1Y | -8.1% | +9.5% | -17.6% | -16.0% |
| 3Y | -21.8% | +226.2% | -248.0% | -39.1% |
| All | -21.8% | +198.3% | -220.1% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling