+77.4%
IBM vs LUNR
+241.9%
-164.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.7% | +8.1% | +3.5% |
| 7D | +3.6% | +0.5% | +3.0% | +3.5% |
| 30D | +1.5% | -5.3% | +6.9% | +1.6% |
| 3M | -12.9% | -45.6% | +32.7% | -11.4% |
| 6M | -3.9% | -17.4% | +13.5% | -4.0% |
| YTD | -17.3% | -7.9% | -9.4% | -18.0% |
| 1Y | -5.0% | +77.6% | -82.6% | -7.9% |
| All | +77.4% | +241.9% | -164.5% | +72.0% |
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