+35.3%
DLR vs LUNR
+48.7%
-13.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.6% | +1.8% |
| 7D | +0.1% | -3.1% | +3.2% | +0.1% |
| 30D | -4.3% | -15.3% | +11.0% | -4.1% |
| 3M | +3.8% | -53.2% | +57.0% | +4.6% |
| 6M | +5.8% | -22.2% | +28.1% | +5.9% |
| YTD | +23.5% | -11.6% | +35.1% | +23.3% |
| 1Y | +11.1% | +68.4% | -57.3% | +10.1% |
| 3Y | +57.9% | +216.8% | -158.9% | +57.1% |
| All | +35.3% | +48.7% | -13.4% | +32.0% |
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