-33.7%
DOW vs LUNR
+54.8%
-88.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.7% | +4.1% | -0.5% |
| 7D | -6.0% | +0.5% | -6.5% | -6.0% |
| 30D | -2.7% | -5.3% | +2.6% | -2.7% |
| 3M | -10.5% | -45.6% | +35.1% | -9.9% |
| 6M | -12.4% | -17.4% | +4.9% | -12.6% |
| YTD | +30.0% | -7.9% | +38.0% | +29.4% |
| 1Y | +27.8% | +77.6% | -49.8% | +26.2% |
| 3Y | -34.9% | +247.4% | -282.4% | -35.6% |
| All | -33.7% | +54.8% | -88.6% | -31.5% |
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