-31.1%
DIS vs LUNR
+62.5%
-93.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.3% |
| 7D | -1.1% | +6.5% | -7.6% | -1.1% |
| 30D | +0.1% | -4.4% | +4.5% | +0.1% |
| 3M | +7.1% | -47.3% | +54.3% | +7.4% |
| 6M | +4.3% | -11.1% | +15.3% | +4.2% |
| YTD | -6.9% | -3.4% | -3.6% | -7.1% |
| 1Y | -10.3% | +85.8% | -96.1% | -10.8% |
| 3Y | +32.8% | +264.7% | -231.8% | +33.7% |
| All | -31.1% | +62.5% | -93.6% | -27.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling