+136.9%
IBM vs LUNR
+51.5%
+85.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.3% | -2.5% |
| 7D | -0.3% | -0.5% | +0.3% | -0.3% |
| 30D | -1.8% | -11.3% | +9.4% | -1.8% |
| 3M | -13.5% | -44.9% | +31.4% | -13.2% |
| 6M | -5.1% | -17.3% | +12.2% | -5.1% |
| YTD | -19.4% | -9.9% | -9.5% | -19.4% |
| 1Y | -6.5% | +76.1% | -82.7% | -6.8% |
| 3Y | +73.8% | +240.0% | -166.2% | +74.5% |
| All | +136.9% | +51.5% | +85.4% | +140.4% |
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