+100.9%
DAL vs LUNR
+62.5%
+38.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.9% | -7.4% | -1.6% |
| 7D | +3.4% | +6.5% | -3.1% | +3.2% |
| 30D | -13.6% | -4.4% | -9.2% | -13.5% |
| 3M | +1.2% | -47.3% | +48.5% | +2.4% |
| 6M | +34.5% | -11.1% | +45.6% | +34.1% |
| YTD | +14.7% | -3.4% | +18.1% | +13.9% |
| 1Y | +29.2% | +85.8% | -56.5% | +26.7% |
| 3Y | +100.0% | +264.7% | -164.7% | +96.5% |
| All | +100.9% | +62.5% | +38.5% | +99.1% |
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