-57.5%
W vs LUNR
+34.7%
-92.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +0.2% | +24.2% | -24.0% | -0.8% |
| 30D | +6.8% | +18.0% | -11.2% | +5.9% |
| 3M | +10.7% | -26.0% | +36.6% | +11.6% |
| 6M | +86.3% | -63.6% | +149.9% | +92.4% |
| YTD | +11.5% | -19.9% | +31.4% | +10.9% |
| 1Y | +5.1% | +50.1% | -45.0% | +2.0% |
| 3Y | +171.0% | +374.5% | -203.5% | +156.4% |
| All | -57.5% | +34.7% | -92.2% | -55.4% |
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