+54.8%
LUNR vs DG
-40.8%
+95.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.6% | -2.1% | -4.7% |
| 7D | +0.5% | -4.8% | +5.4% | +0.6% |
| 30D | -5.3% | +1.8% | -7.1% | -5.4% |
| 3M | -45.6% | +14.5% | -60.1% | -45.9% |
| 6M | -17.4% | -13.6% | -3.8% | -17.5% |
| YTD | -7.9% | -4.8% | -3.1% | -8.2% |
| 1Y | +77.6% | +21.6% | +56.1% | +76.9% |
| 3Y | +247.4% | +4.5% | +243.0% | +256.4% |
| All | +54.8% | -40.8% | +95.6% | +47.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling