+115.4%
AXP vs LUNR
+210.5%
-95.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.7% | -1.9% | -1.2% |
| 7D | -2.1% | -3.6% | +1.5% | -1.9% |
| 30D | -6.5% | +5.9% | -12.4% | -7.0% |
| 3M | +4.6% | -56.0% | +60.6% | +9.0% |
| 6M | +5.4% | -20.5% | +25.9% | +4.8% |
| YTD | -11.1% | -8.7% | -2.4% | -13.2% |
| 1Y | -0.3% | +75.9% | -76.2% | -7.3% |
| All | +115.4% | +210.5% | -95.1% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling