+160.1%
ABBV vs LUNR
+48.7%
+111.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.7% | +0.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.2% |
| 30D | +3.4% | -15.3% | +18.7% | +3.3% |
| 3M | +15.2% | -53.2% | +68.4% | +14.9% |
| 6M | +14.7% | -22.2% | +36.9% | +14.7% |
| YTD | +15.2% | -11.6% | +26.8% | +15.4% |
| 1Y | +20.4% | +68.4% | -48.0% | +20.9% |
| 3Y | +91.3% | +216.8% | -125.4% | +94.1% |
| All | +160.1% | +48.7% | +111.4% | +173.2% |
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 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