+90.0%
AXP vs LUNR
+8.5%
+81.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +21.5% | -22.7% | -1.6% |
| 7D | +0.6% | -1.9% | +2.5% | +0.6% |
| 30D | +5.8% | -27.3% | +33.2% | +6.3% |
| 3M | -6.0% | -29.9% | +23.9% | -5.7% |
| 6M | +0.3% | -60.2% | +60.5% | +1.3% |
| YTD | -12.3% | -35.5% | +23.2% | -12.3% |
| 1Y | -11.2% | +9.5% | -20.8% | -12.1% |
| 3Y | +117.0% | +226.2% | -109.1% | +114.8% |
| All | +90.0% | +8.5% | +81.5% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling