-35.7%
ADSK vs LUNR
+48.7%
-84.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | -2.5% | -3.1% | +0.6% | -2.5% |
| 30D | -14.9% | -15.3% | +0.5% | -14.8% |
| 3M | +3.3% | -53.2% | +56.5% | +3.6% |
| 6M | -15.7% | -22.2% | +6.6% | -15.7% |
| YTD | -28.2% | -11.6% | -16.7% | -28.4% |
| 1Y | -34.5% | +68.4% | -103.0% | -34.9% |
| 3Y | -2.9% | +216.8% | -219.7% | -2.3% |
| All | -35.7% | +48.7% | -84.4% | -30.1% |
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