-22.5%
DIS vs LUNR
+35.0%
-57.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.0% | -8.2% | -1.2% |
| 7D | +0.9% | +51.2% | -50.3% | +0.6% |
| 30D | +8.9% | +7.0% | +1.9% | +8.8% |
| 3M | +14.5% | -23.1% | +37.7% | +14.6% |
| 6M | +12.2% | -59.4% | +71.6% | +12.7% |
| YTD | +4.7% | -19.7% | +24.4% | +4.6% |
| 1Y | +2.8% | +39.5% | -36.7% | +2.4% |
| 3Y | +38.1% | +357.2% | -319.0% | +39.7% |
| All | -22.5% | +35.0% | -57.5% | -18.7% |
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