+100.4%
DAL vs LUNR
+54.8%
+45.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.5% | -0.2% |
| 7D | +0.8% | +0.5% | +0.2% | +0.8% |
| 30D | -11.7% | -5.3% | -6.4% | -11.7% |
| 3M | -2.7% | -45.6% | +42.9% | -1.6% |
| 6M | +30.7% | -17.4% | +48.0% | +30.5% |
| YTD | +14.4% | -7.9% | +22.3% | +13.7% |
| 1Y | +31.2% | +77.6% | -46.4% | +28.7% |
| 3Y | +99.4% | +247.4% | -148.0% | +96.2% |
| All | +100.4% | +54.8% | +45.6% | +98.8% |
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