+48.7%
LUNR vs DLTR
-10.9%
+59.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | -3.1% | -10.1% | +7.0% | -1.2% |
| 30D | -15.3% | -8.1% | -7.2% | -14.2% |
| 3M | -53.2% | +2.9% | -56.0% | -53.7% |
| 6M | -22.2% | +4.3% | -26.6% | -23.8% |
| YTD | -11.6% | -3.9% | -7.6% | -12.0% |
| 1Y | +68.4% | +18.9% | +49.5% | +60.8% |
| 3Y | +216.8% | +1.9% | +214.9% | +210.9% |
| All | +48.7% | -10.9% | +59.6% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling