+292.2%
TER vs LUNR
+241.9%
+50.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.7% | +7.8% | +3.7% |
| 7D | +12.4% | +0.5% | +11.8% | +12.3% |
| 30D | +5.1% | -5.3% | +10.5% | +5.9% |
| 3M | +4.0% | -45.6% | +49.6% | +10.2% |
| 6M | +29.5% | -17.4% | +46.9% | +29.9% |
| YTD | +98.5% | -7.9% | +106.4% | +95.3% |
| 1Y | +234.1% | +77.6% | +156.4% | +208.8% |
| All | +292.2% | +241.9% | +50.3% | +245.4% |
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