+168.5%
LUNR vs DECK
-12.4%
+180.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -1.5% | -11.7% | -12.6% |
| 7D | -26.2% | +6.0% | -32.2% | -28.2% |
| 30D | -42.8% | +7.4% | -50.2% | -44.7% |
| 3M | -38.4% | -11.7% | -26.7% | -35.7% |
| 6M | -65.2% | -11.0% | -54.3% | -64.1% |
| YTD | -46.9% | -15.4% | -31.5% | -45.3% |
| 1Y | -17.4% | +7.2% | -24.7% | -25.5% |
| All | +168.5% | -12.4% | +180.9% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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