+264.7%
LUNR vs D
+65.5%
+199.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.6% | +5.3% | +5.8% |
| 7D | +6.5% | +0.8% | +5.8% | +6.5% |
| 30D | -4.4% | -0.7% | -3.6% | -4.3% |
| 3M | -47.3% | +2.1% | -49.4% | -47.6% |
| 6M | -11.1% | +6.8% | -17.9% | -12.0% |
| YTD | -3.4% | +16.5% | -19.9% | -6.0% |
| 1Y | +85.8% | +19.2% | +66.6% | +79.1% |
| 3Y | +264.7% | +61.9% | +202.8% | +169.9% |
| All | +264.7% | +65.5% | +199.1% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling