+54.8%
LUNR vs DKS
+7.4%
+47.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.7% | -5.5% | -4.9% |
| 7D | +0.5% | -2.9% | +3.4% | +1.0% |
| 30D | -5.3% | -37.7% | +32.4% | +1.9% |
| 3M | -45.6% | -38.9% | -6.7% | -41.3% |
| 6M | -17.4% | -31.1% | +13.7% | -13.2% |
| YTD | -7.9% | -31.8% | +23.9% | -3.4% |
| 1Y | +77.6% | -38.0% | +115.7% | +89.6% |
| 3Y | +247.4% | +28.6% | +218.8% | +280.0% |
| All | +54.8% | +7.4% | +47.4% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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