+53.5%
LUNR vs D
+9.8%
+43.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.2% | +0.7% |
| 7D | -3.6% | +1.5% | -5.1% | -3.6% |
| 30D | +5.9% | -2.6% | +8.4% | +5.8% |
| 3M | -56.0% | 0.0% | -56.0% | -56.0% |
| 6M | -20.5% | +7.4% | -27.8% | -20.5% |
| YTD | -8.7% | +15.9% | -24.6% | -8.9% |
| 1Y | +75.9% | +18.1% | +57.8% | +75.3% |
| 3Y | +202.9% | +58.4% | +144.5% | +193.3% |
| All | +53.5% | +9.8% | +43.7% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling