+286.7%
AMD vs LUNR
+35.0%
+251.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +7.0% | -1.1% | +5.6% |
| 7D | +44.7% | +51.2% | -6.4% | +42.6% |
| 30D | -3.3% | +7.0% | -10.3% | -3.6% |
| 3M | +21.2% | -23.1% | +44.3% | +22.0% |
| 6M | +30.6% | -59.4% | +90.0% | +33.1% |
| YTD | +173.3% | -19.7% | +193.0% | +174.7% |
| 1Y | +126.1% | +39.5% | +86.6% | +125.8% |
| 3Y | +393.5% | +357.2% | +36.4% | +409.5% |
| All | +286.7% | +35.0% | +251.7% | +299.1% |
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 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