+39.3%
DIS vs LUNR
+291.1%
-251.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.2% |
| 7D | +4.4% | +12.7% | -8.3% | +3.7% |
| 30D | +10.3% | -10.5% | +20.8% | +10.6% |
| 3M | +15.5% | -25.2% | +40.7% | +16.4% |
| 6M | +11.2% | -59.2% | +70.4% | +14.3% |
| YTD | +5.6% | -27.2% | +32.8% | +4.3% |
| 1Y | +7.7% | +19.7% | -11.9% | +3.2% |
| 3Y | +39.3% | +314.4% | -275.1% | +26.3% |
| All | +39.3% | +291.1% | -251.8% | +26.3% |
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