-63.0%
W vs LUNR
+51.5%
-114.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.5% | -2.6% |
| 7D | +0.5% | -0.5% | +1.0% | +0.5% |
| 30D | -5.6% | -11.3% | +5.7% | -5.2% |
| 3M | +41.9% | -44.9% | +86.8% | +44.9% |
| 6M | +30.2% | -17.3% | +47.5% | +30.2% |
| YTD | -2.9% | -9.9% | +7.0% | -3.6% |
| 1Y | +11.6% | +76.1% | -64.6% | +7.8% |
| 3Y | +37.0% | +240.0% | -203.0% | +29.7% |
| All | -63.0% | +51.5% | -114.5% | -61.2% |
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