+108.5%
RF vs LUNR
+198.3%
-89.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +21.5% | -21.8% | -1.4% |
| 7D | -0.9% | -1.9% | +1.0% | -1.0% |
| 30D | +6.0% | -27.3% | +33.4% | +7.4% |
| 3M | -8.9% | -29.9% | +21.0% | -7.7% |
| 6M | +2.3% | -60.2% | +62.6% | +5.6% |
| YTD | +7.6% | -35.5% | +43.0% | +6.2% |
| 1Y | +21.2% | +9.5% | +11.6% | +14.9% |
| 3Y | +108.5% | +226.2% | -117.6% | +86.4% |
| All | +108.5% | +198.3% | -89.8% | +86.4% |
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