+311.2%
PSX vs LUNR
+62.5%
+248.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +1.6% |
| 7D | +2.8% | +6.5% | -3.7% | +2.8% |
| 30D | +27.8% | -4.4% | +32.2% | +27.8% |
| 3M | +42.0% | -47.3% | +89.3% | +42.4% |
| 6M | +58.1% | -11.1% | +69.2% | +57.9% |
| YTD | +105.0% | -3.4% | +108.4% | +104.5% |
| 1Y | +104.9% | +85.8% | +19.1% | +103.6% |
| 3Y | +134.1% | +264.7% | -130.6% | +134.1% |
| All | +311.2% | +62.5% | +248.7% | +327.1% |
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 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