+134.9%
IBM vs LUNR
+62.5%
+72.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.9% | -7.1% | -1.2% |
| 7D | +0.3% | +6.5% | -6.2% | +0.3% |
| 30D | -1.5% | -4.4% | +2.9% | -1.5% |
| 3M | -16.8% | -47.3% | +30.5% | -16.5% |
| 6M | -9.0% | -11.1% | +2.0% | -9.0% |
| YTD | -20.1% | -3.4% | -16.7% | -20.1% |
| 1Y | -7.0% | +85.8% | -92.8% | -7.3% |
| 3Y | +72.4% | +264.7% | -192.3% | +73.0% |
| All | +134.9% | +62.5% | +72.4% | +138.4% |
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 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