-62.6%
W vs LUNR
+48.7%
-111.3%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +3.0% | +1.2% |
| 7D | -0.9% | -3.1% | +2.2% | -0.7% |
| 30D | -4.2% | -15.3% | +11.1% | -3.7% |
| 3M | +26.9% | -53.2% | +80.1% | +30.4% |
| 6M | +31.2% | -22.2% | +53.5% | +31.5% |
| YTD | -1.8% | -11.6% | +9.8% | -2.5% |
| 1Y | +9.3% | +68.4% | -59.1% | +5.7% |
| 3Y | +33.2% | +216.8% | -183.6% | +26.3% |
| All | -62.6% | +48.7% | -111.3% | -60.7% |
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