-77.1%
U vs LUNR
+48.7%
-125.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.8% | +6.3% | +4.6% |
| 7D | +5.5% | -3.1% | +8.6% | +5.7% |
| 30D | -1.3% | -15.3% | +14.1% | -0.6% |
| 3M | +64.6% | -53.2% | +117.7% | +69.9% |
| 6M | +119.4% | -22.2% | +141.6% | +119.7% |
| YTD | -0.5% | -11.6% | +11.1% | -1.1% |
| 1Y | +1.3% | +68.4% | -67.1% | -2.1% |
| 3Y | +15.6% | +216.8% | -201.2% | +8.6% |
| All | -77.1% | +48.7% | -125.8% | -74.9% |
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