+148.9%
TER vs LUNR
+51.5%
+97.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.5% |
| 7D | +9.4% | -0.5% | +9.9% | +9.4% |
| 30D | -2.4% | -11.3% | +8.9% | -2.0% |
| 3M | +6.5% | -44.9% | +51.4% | +8.2% |
| 6M | +23.2% | -17.3% | +40.5% | +23.5% |
| YTD | +91.5% | -9.9% | +101.4% | +91.4% |
| 1Y | +214.8% | +76.1% | +138.7% | +210.8% |
| 3Y | +275.3% | +240.0% | +35.3% | +271.3% |
| All | +148.9% | +51.5% | +97.4% | +141.7% |
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 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