+244.3%
AMD vs LUNR
+54.8%
+189.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.7% | +7.8% | +3.2% |
| 7D | +14.0% | +0.5% | +13.5% | +14.0% |
| 30D | +11.0% | -5.3% | +16.3% | +11.1% |
| 3M | +9.6% | -45.6% | +55.2% | +11.1% |
| 6M | +157.1% | -17.4% | +174.5% | +158.1% |
| YTD | +143.3% | -7.9% | +151.3% | +143.7% |
| 1Y | +234.4% | +77.6% | +156.8% | +232.8% |
| 3Y | +391.2% | +247.4% | +143.7% | +402.3% |
| All | +244.3% | +54.8% | +189.5% | +254.1% |
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