-35.0%
AAL vs LUNR
+62.5%
-97.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.5% | -1.8% |
| 7D | -0.3% | +6.5% | -6.8% | -0.4% |
| 30D | -19.0% | -4.4% | -14.6% | -19.0% |
| 3M | -5.1% | -47.3% | +42.2% | -4.2% |
| 6M | +15.5% | -11.1% | +26.5% | +15.1% |
| YTD | -15.8% | -3.4% | -12.4% | -16.3% |
| 1Y | -0.3% | +85.8% | -86.1% | -2.0% |
| 3Y | -7.7% | +264.7% | -272.3% | -8.4% |
| All | -35.0% | +62.5% | -97.5% | -35.3% |
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