+184.3%
SE vs LUNR
+241.9%
-57.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.7% | +0.6% | -3.7% |
| 7D | -3.6% | +0.5% | -4.2% | -3.7% |
| 30D | -5.3% | -5.3% | 0.0% | -5.0% |
| 3M | +28.1% | -45.6% | +73.7% | +33.0% |
| 6M | +20.7% | -17.4% | +38.0% | +19.7% |
| YTD | -14.8% | -7.9% | -6.8% | -17.0% |
| 1Y | -43.6% | +77.6% | -121.2% | -48.1% |
| All | +184.3% | +241.9% | -57.6% | +152.3% |
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 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