-62.3%
JD vs LUNR
+35.0%
-97.3%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.0% | -8.3% | -1.4% |
| 7D | -4.0% | +51.2% | -55.2% | -4.8% |
| 30D | +2.7% | +7.0% | -4.3% | +2.4% |
| 3M | -13.0% | -23.1% | +10.1% | -12.8% |
| 6M | -12.7% | -59.4% | +46.7% | -11.6% |
| YTD | -0.8% | -19.7% | +18.9% | -1.4% |
| 1Y | -8.9% | +39.5% | -48.4% | -10.5% |
| 3Y | +17.0% | +357.2% | -340.2% | +12.7% |
| All | -62.3% | +35.0% | -97.3% | -64.8% |
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