+48.7%
LUNR vs D
+7.3%
+41.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.8% | -1.9% |
| 7D | -3.1% | -2.2% | -0.9% | -3.2% |
| 30D | -15.3% | -4.5% | -10.9% | -15.4% |
| 3M | -53.2% | -2.5% | -50.6% | -53.2% |
| 6M | -22.2% | +5.5% | -27.8% | -22.3% |
| YTD | -11.6% | +13.3% | -24.8% | -11.8% |
| 1Y | +68.4% | +11.8% | +56.6% | +68.1% |
| 3Y | +216.8% | +56.7% | +160.1% | +207.2% |
| All | +48.7% | +7.3% | +41.4% | +39.7% |
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