+140.5%
LLY vs LUNR
+348.3%
-207.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.1% |
| 7D | +6.6% | +24.2% | -17.6% | +6.1% |
| 30D | +19.4% | +18.0% | +1.5% | +18.9% |
| 3M | +19.6% | -26.0% | +45.5% | +20.0% |
| 6M | +42.6% | -63.6% | +106.1% | +44.9% |
| YTD | +35.0% | -19.9% | +54.9% | +34.6% |
| 1Y | +42.0% | +50.1% | -8.1% | +39.5% |
| 3Y | +140.5% | +374.5% | -234.0% | +134.7% |
| All | +140.5% | +348.3% | -207.8% | +134.7% |
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