-62.9%
JD vs LUNR
+51.5%
-114.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | -15.4% | -11.3% | -4.1% | -15.2% |
| 3M | -5.0% | -44.9% | +39.9% | -4.1% |
| 6M | +0.9% | -17.3% | +18.2% | +0.7% |
| YTD | -2.5% | -9.9% | +7.4% | -3.1% |
| 1Y | -16.0% | +76.1% | -92.2% | -17.8% |
| 3Y | -8.5% | +240.0% | -248.5% | -11.7% |
| All | -62.9% | +51.5% | -114.4% | -65.4% |
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