+42.6%
LLY vs LUNR
-62.2%
+104.7%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.1% |
| 7D | +6.6% | +24.2% | -17.6% | +5.7% |
| 30D | +19.4% | +18.0% | +1.5% | +18.5% |
| 3M | +19.6% | -26.0% | +45.5% | +20.5% |
| 6M | +42.6% | -63.6% | +106.1% | +55.0% |
| All | +42.6% | -62.2% | +104.7% | +55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling