+14.2%
LQD vs LUNR
+228.4%
-214.2%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | -1.1% | -3.1% | +2.0% | -1.1% |
| 30D | -1.3% | -15.3% | +14.1% | -1.2% |
| 3M | -3.2% | -53.2% | +50.0% | -2.8% |
| 6M | -2.1% | -22.2% | +20.1% | -2.1% |
| YTD | -2.4% | -11.6% | +9.2% | -2.5% |
| 1Y | -2.7% | +68.4% | -71.1% | -3.2% |
| 3Y | +14.2% | +216.8% | -202.6% | +11.4% |
| All | +14.2% | +228.4% | -214.2% | +11.4% |
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