-2.9%
IBM vs LUNR
+73.3%
-76.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.8% | +5.8% | +4.0% |
| 7D | +3.6% | -3.1% | +6.7% | +3.7% |
| 30D | +3.1% | -15.3% | +18.4% | +3.7% |
| 3M | -10.8% | -53.2% | +42.3% | -7.7% |
| 6M | -0.8% | -22.2% | +21.4% | -0.9% |
| YTD | -16.2% | -11.6% | -4.6% | -17.3% |
| 1Y | -2.9% | +68.4% | -71.3% | -4.5% |
| All | -2.9% | +73.3% | -76.2% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling