+191.2%
TER vs LUNR
+348.3%
-157.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +14.4% | +24.2% | -9.8% | +11.2% |
| 30D | -30.6% | +18.0% | -48.5% | -32.1% |
| 3M | -39.2% | -26.0% | -13.2% | -37.3% |
| 6M | -31.3% | -63.6% | +32.3% | -24.8% |
| YTD | +29.1% | -19.9% | +49.0% | +28.6% |
| 1Y | +47.4% | +50.1% | -2.7% | +38.7% |
| 3Y | +191.2% | +374.5% | -183.2% | +158.1% |
| All | +191.2% | +348.3% | -157.0% | +158.1% |
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