+59.6%
DIA vs LUNR
+62.5%
-2.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.9% | -7.0% | -1.2% |
| 7D | +0.1% | +6.5% | -6.5% | 0.0% |
| 30D | -2.1% | -4.4% | +2.3% | -2.0% |
| 3M | +4.2% | -47.3% | +51.4% | +4.6% |
| 6M | +11.9% | -11.1% | +22.9% | +11.8% |
| YTD | +10.8% | -3.4% | +14.2% | +10.6% |
| 1Y | +17.5% | +85.8% | -68.3% | +16.8% |
| 3Y | +59.9% | +264.7% | -204.7% | +59.4% |
| All | +59.6% | +62.5% | -2.9% | +61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling