+26.2%
LUNR vs D
+13.5%
+12.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.5% | +3.6% | +3.1% |
| 7D | +22.7% | -2.4% | +25.1% | +22.5% |
| 30D | -5.3% | +9.0% | -14.3% | -4.9% |
| 3M | -26.1% | +1.0% | -27.0% | -26.0% |
| 6M | -62.4% | +11.0% | -73.4% | -62.3% |
| YTD | -25.0% | +19.8% | -44.7% | -24.9% |
| 1Y | +29.0% | +16.0% | +13.1% | +29.2% |
| 3Y | +327.4% | +74.4% | +253.0% | +322.8% |
| All | +26.2% | +13.5% | +12.8% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling