+51.5%
LUNR vs DG
-41.6%
+93.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.1% |
| 7D | -0.5% | -6.3% | +5.8% | -0.4% |
| 30D | -11.3% | +2.4% | -13.7% | -11.4% |
| 3M | -44.9% | +12.4% | -57.3% | -45.2% |
| 6M | -17.3% | -14.9% | -2.4% | -17.4% |
| YTD | -9.9% | -6.1% | -3.9% | -10.2% |
| 1Y | +76.1% | +17.9% | +58.3% | +75.3% |
| 3Y | +240.0% | +3.1% | +236.9% | +248.8% |
| All | +51.5% | -41.6% | +93.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 5y: compounded portfolio wealth divided by compounded DG 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…
5y analysis · Full analysis span regression · 6 months rolling