+46.9%
RF vs LUNR
+22.4%
+24.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.8% |
| 7D | +0.3% | +12.7% | -12.3% | +0.1% |
| 30D | +6.2% | -10.5% | +16.6% | +6.2% |
| 3M | -7.8% | -25.2% | +17.3% | -7.6% |
| 6M | +5.9% | -59.2% | +65.2% | +6.8% |
| YTD | +9.0% | -27.2% | +36.3% | +8.7% |
| 1Y | +19.3% | +19.7% | -0.4% | +17.9% |
| 3Y | +116.4% | +314.4% | -197.9% | +112.8% |
| All | +46.9% | +22.4% | +24.5% | +44.7% |
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