-62.0%
JD vs LUNR
+62.5%
-124.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +5.9% | -7.9% | -2.2% |
| 7D | -0.8% | +6.5% | -7.3% | -0.9% |
| 30D | -16.0% | -4.4% | -11.7% | -16.0% |
| 3M | -3.2% | -47.3% | +44.1% | -2.1% |
| 6M | +6.1% | -11.1% | +17.1% | +5.7% |
| YTD | -0.1% | -3.4% | +3.3% | -0.9% |
| 1Y | -12.7% | +85.8% | -98.5% | -14.7% |
| 3Y | -6.3% | +264.7% | -271.0% | -9.7% |
| All | -62.0% | +62.5% | -124.5% | -64.6% |
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