-62.2%
W vs LUNR
+53.5%
-115.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | -4.2% | -3.6% | -0.5% | -4.0% |
| 30D | -7.6% | +5.9% | -13.4% | -7.9% |
| 3M | +37.2% | -56.0% | +93.1% | +41.3% |
| 6M | +26.3% | -20.5% | +46.8% | +26.4% |
| YTD | -1.0% | -8.7% | +7.8% | -1.7% |
| 1Y | +20.1% | +75.9% | -55.8% | +16.0% |
| 3Y | +37.8% | +202.9% | -165.1% | +30.5% |
| All | -62.2% | +53.5% | -115.7% | -60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling