-30.6%
DIS vs LUNR
+51.5%
-82.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.6% |
| 7D | -1.3% | -0.5% | -0.7% | -1.2% |
| 30D | +2.2% | -11.3% | +13.5% | +2.3% |
| 3M | +8.1% | -44.9% | +53.0% | +8.5% |
| 6M | +5.2% | -17.3% | +22.5% | +5.2% |
| YTD | -6.3% | -9.9% | +3.6% | -6.4% |
| 1Y | -7.3% | +76.1% | -83.4% | -7.8% |
| 3Y | +33.8% | +240.0% | -206.2% | +34.7% |
| All | -30.6% | +51.5% | -82.1% | -27.2% |
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