+160.3%
EBAY vs LUNR
+228.4%
-68.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +2.6% |
| 7D | +4.2% | -3.1% | +7.3% | +4.3% |
| 30D | +5.6% | -15.3% | +21.0% | +6.0% |
| 3M | -1.4% | -53.2% | +51.8% | +0.3% |
| 6M | +18.2% | -22.2% | +40.4% | +18.1% |
| YTD | +24.8% | -11.6% | +36.4% | +24.2% |
| 1Y | +18.0% | +68.4% | -50.4% | +16.1% |
| 3Y | +160.3% | +216.8% | -56.5% | +139.2% |
| All | +160.3% | +228.4% | -68.1% | +139.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling