+35.0%
LUNR vs D
+12.5%
+22.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.8% | +6.9% |
| 7D | +51.2% | -3.1% | +54.2% | +50.9% |
| 30D | +7.0% | +8.4% | -1.4% | +7.3% |
| 3M | -23.1% | +0.2% | -23.4% | -23.0% |
| 6M | -59.4% | +9.5% | -68.9% | -59.3% |
| YTD | -19.7% | +18.8% | -38.5% | -19.7% |
| 1Y | +39.5% | +14.7% | +24.8% | +39.6% |
| 3Y | +357.2% | +72.9% | +284.2% | +352.1% |
| All | +35.0% | +12.5% | +22.5% | +27.1% |
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