+115.7%
V vs LUNR
+34.7%
+80.9%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +0.9% | +24.2% | -23.2% | +0.9% |
| 30D | +9.0% | +18.0% | -9.0% | +8.9% |
| 3M | +16.7% | -26.0% | +42.7% | +16.8% |
| 6M | +33.4% | -63.6% | +97.0% | +33.7% |
| YTD | +22.4% | -19.9% | +42.3% | +22.1% |
| 1Y | +27.7% | +50.1% | -22.4% | +27.1% |
| 3Y | +78.0% | +374.5% | -296.5% | +78.2% |
| All | +115.7% | +34.7% | +80.9% | +118.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling