+348.5%
LLY vs LUNR
+51.5%
+297.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | -0.1% |
| 7D | -3.2% | -0.5% | -2.6% | -3.2% |
| 30D | -7.4% | -11.3% | +3.8% | -7.4% |
| 3M | -1.0% | -44.9% | +43.9% | -1.0% |
| 6M | +12.5% | -17.3% | +29.8% | +12.7% |
| YTD | +5.0% | -9.9% | +14.9% | +5.2% |
| 1Y | +49.8% | +76.1% | -26.4% | +50.2% |
| 3Y | +95.5% | +240.0% | -144.5% | +98.9% |
| All | +348.5% | +51.5% | +297.0% | +382.3% |
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 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