-34.5%
AAL vs LUNR
+48.7%
-83.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.3% |
| 7D | -0.9% | -3.1% | +2.2% | -0.9% |
| 30D | -12.9% | -15.3% | +2.5% | -12.6% |
| 3M | -11.2% | -53.2% | +42.0% | -10.1% |
| 6M | +17.8% | -22.2% | +40.1% | +17.8% |
| YTD | -15.1% | -11.6% | -3.6% | -15.5% |
| 1Y | +0.5% | +68.4% | -68.0% | -1.1% |
| 3Y | -7.7% | +216.8% | -224.4% | -8.3% |
| All | -34.5% | +48.7% | -83.2% | -34.7% |
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