-99.9%
DFNS vs LUNR
+241.9%
-341.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.7% | +0.1% | -3.6% |
| 7D | +4.6% | +0.5% | +4.1% | +4.5% |
| 30D | -73.9% | -5.3% | -68.6% | -73.1% |
| 3M | -71.7% | -45.6% | -26.1% | -67.6% |
| 6M | -94.6% | -17.4% | -77.2% | -94.3% |
| YTD | -98.1% | -7.9% | -90.1% | -98.0% |
| 1Y | -98.3% | +77.6% | -175.9% | -98.5% |
| All | -99.9% | +241.9% | -341.8% | -99.9% |
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