+58.9%
DIA vs LUNR
+48.7%
+10.2%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.0% |
| 7D | -1.6% | -3.1% | +1.6% | -1.5% |
| 30D | -2.0% | -15.3% | +13.3% | -1.9% |
| 3M | +3.6% | -53.2% | +56.8% | +4.1% |
| 6M | +11.5% | -22.2% | +33.7% | +11.5% |
| YTD | +10.4% | -11.6% | +21.9% | +10.2% |
| 1Y | +15.6% | +68.4% | -52.9% | +14.9% |
| 3Y | +58.9% | +216.8% | -157.9% | +58.4% |
| All | +58.9% | +48.7% | +10.2% | +60.9% |
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 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