+10.7%
U vs LUNR
+234.6%
-223.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.8% |
| 7D | 0.0% | -0.5% | +0.5% | 0.0% |
| 30D | -4.1% | -11.3% | +7.2% | -2.8% |
| 3M | +57.8% | -44.9% | +102.7% | +68.8% |
| 6M | +103.5% | -17.3% | +120.8% | +100.9% |
| YTD | -4.8% | -9.9% | +5.2% | -7.8% |
| 1Y | -2.4% | +76.1% | -78.5% | -14.0% |
| All | +10.7% | +234.6% | -223.9% | -15.5% |
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