+314.4%
LUNR vs D
+74.2%
+240.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -1.9% |
| 7D | +12.7% | +2.4% | +10.3% | +12.7% |
| 30D | -10.5% | +10.9% | -21.4% | -10.8% |
| 3M | -25.2% | +2.8% | -28.0% | -25.1% |
| 6M | -59.2% | +12.7% | -71.9% | -59.6% |
| YTD | -27.2% | +20.3% | -47.6% | -28.7% |
| 1Y | +19.7% | +17.1% | +2.5% | +17.6% |
| 3Y | +314.4% | +75.1% | +239.2% | +223.2% |
| All | +314.4% | +74.2% | +240.2% | +223.2% |
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 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