-34.6%
DOW vs LUNR
+48.7%
-83.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.2% | -2.0% |
| 7D | -1.4% | -3.1% | +1.7% | -1.4% |
| 30D | -3.9% | -15.3% | +11.4% | -3.8% |
| 3M | -12.7% | -53.2% | +40.5% | -12.0% |
| 6M | -13.7% | -22.2% | +8.5% | -13.8% |
| YTD | +28.4% | -11.6% | +40.0% | +27.9% |
| 1Y | +21.8% | +68.4% | -46.7% | +20.3% |
| 3Y | -35.7% | +216.8% | -252.5% | -36.3% |
| All | -34.6% | +48.7% | -83.3% | -32.3% |
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 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