+55.7%
RF vs LUNR
+53.5%
+2.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | +1.3% | -3.6% | +5.0% | +1.4% |
| 30D | -3.6% | +5.9% | -9.5% | -3.7% |
| 3M | +8.1% | -56.0% | +64.0% | +9.1% |
| 6M | +11.5% | -20.5% | +31.9% | +11.3% |
| YTD | +15.6% | -8.7% | +24.3% | +15.0% |
| 1Y | +15.7% | +75.9% | -60.2% | +13.9% |
| 3Y | +86.9% | +202.9% | -116.0% | +83.1% |
| All | +55.7% | +53.5% | +2.2% | +53.1% |
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