+102.9%
T vs LUNR
+241.9%
-139.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.7% | +3.0% | -1.8% |
| 7D | -3.1% | +0.5% | -3.6% | -3.1% |
| 30D | +4.6% | -5.3% | +9.9% | +4.5% |
| 3M | +12.2% | -45.6% | +57.8% | +12.0% |
| 6M | -6.5% | -17.4% | +10.9% | -6.3% |
| YTD | +4.9% | -7.9% | +12.8% | +5.1% |
| 1Y | -10.5% | +77.6% | -88.1% | -10.3% |
| All | +102.9% | +241.9% | -139.0% | +90.3% |
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