-66.2%
SE vs LUNR
+48.7%
-114.9%
-88.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.3% |
| 7D | -5.2% | -3.1% | -2.1% | -5.1% |
| 30D | -17.1% | -15.3% | -1.7% | -16.7% |
| 3M | +24.0% | -53.2% | +77.1% | +26.3% |
| 6M | +21.0% | -22.2% | +43.2% | +21.0% |
| YTD | -16.7% | -11.6% | -5.1% | -17.3% |
| 1Y | -45.9% | +68.4% | -114.4% | -47.3% |
| 3Y | +177.8% | +216.8% | -39.0% | +166.9% |
| All | -66.2% | +48.7% | -114.9% | -67.3% |
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