+183.5%
DAL vs LUNR
+282.2%
-98.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +15.0% | -9.7% | +3.9% |
| 7D | +10.0% | +22.1% | -12.1% | +7.8% |
| 30D | +12.0% | -8.7% | +20.8% | +12.4% |
| 3M | +0.8% | -26.6% | +27.4% | +2.7% |
| 6M | +26.2% | -58.4% | +84.6% | +33.3% |
| YTD | +33.7% | -25.8% | +59.5% | +31.1% |
| 1Y | +57.6% | +25.5% | +32.0% | +46.0% |
| 3Y | +183.5% | +300.0% | -116.5% | +157.8% |
| All | +183.5% | +282.2% | -98.7% | +157.8% |
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 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