+45.5%
RSP vs LUNR
+62.5%
-17.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.9% | -1.1% |
| 7D | -0.4% | +6.5% | -6.9% | -0.4% |
| 30D | -1.5% | -4.4% | +2.9% | -1.5% |
| 3M | +4.8% | -47.3% | +52.1% | +5.3% |
| 6M | +10.3% | -11.1% | +21.3% | +10.1% |
| YTD | +14.1% | -3.4% | +17.5% | +13.7% |
| 1Y | +17.0% | +85.8% | -68.8% | +16.1% |
| 3Y | +54.2% | +264.7% | -210.5% | +53.1% |
| All | +45.5% | +62.5% | -17.0% | +46.7% |
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 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