-7.2%
JD vs LUNR
+241.9%
-249.1%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.7% | +2.3% | -2.2% |
| 7D | -3.0% | +0.5% | -3.5% | -3.0% |
| 30D | -19.3% | -5.3% | -14.0% | -19.3% |
| 3M | -6.0% | -45.6% | +39.6% | -3.5% |
| 6M | +1.8% | -17.4% | +19.2% | +1.0% |
| YTD | -2.6% | -7.9% | +5.4% | -4.6% |
| 1Y | -17.4% | +77.6% | -95.1% | -22.7% |
| All | -7.2% | +241.9% | -249.1% | -8.3% |
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