+216.8%
LUNR vs DLTR
+1.4%
+215.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -3.1% | -10.1% | +7.0% | +0.2% |
| 30D | -15.3% | -8.1% | -7.2% | -13.4% |
| 3M | -53.2% | +2.9% | -56.0% | -54.2% |
| 6M | -22.2% | +4.3% | -26.6% | -24.8% |
| YTD | -11.6% | -3.9% | -7.6% | -12.2% |
| 1Y | +68.4% | +18.9% | +49.5% | +53.9% |
| 3Y | +216.8% | +1.9% | +214.9% | +243.1% |
| All | +216.8% | +1.4% | +215.4% | +243.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling