+140.0%
TER vs LUNR
+53.5%
+86.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.7% | +5.5% |
| 7D | +0.6% | -3.6% | +4.3% | +0.7% |
| 30D | -8.3% | +5.9% | -14.1% | -8.4% |
| 3M | -12.2% | -56.0% | +43.7% | -10.4% |
| 6M | +17.1% | -20.5% | +37.5% | +17.5% |
| YTD | +84.7% | -8.7% | +93.4% | +84.5% |
| 1Y | +199.9% | +75.9% | +124.0% | +196.1% |
| 3Y | +232.8% | +202.9% | +29.9% | +228.8% |
| All | +140.0% | +53.5% | +86.6% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling