+35.9%
DLR vs LUNR
+62.5%
-26.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.9% | -5.3% | +0.5% |
| 7D | +3.4% | +6.5% | -3.1% | +3.3% |
| 30D | -2.2% | -4.4% | +2.2% | -2.2% |
| 3M | +4.7% | -47.3% | +52.0% | +5.3% |
| 6M | +9.0% | -11.1% | +20.1% | +8.9% |
| YTD | +24.1% | -3.4% | +27.5% | +23.7% |
| 1Y | +20.9% | +85.8% | -64.8% | +19.7% |
| 3Y | +60.0% | +264.7% | -204.6% | +59.1% |
| All | +35.9% | +62.5% | -26.6% | +32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling