+51.5%
LUNR vs DLTR
-10.5%
+62.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.4% | -2.2% |
| 7D | -0.5% | -9.4% | +8.9% | +1.3% |
| 30D | -11.3% | -7.3% | -3.9% | -10.2% |
| 3M | -44.9% | +7.6% | -52.5% | -46.0% |
| 6M | -17.3% | +1.6% | -18.9% | -18.6% |
| YTD | -9.9% | -3.5% | -6.4% | -10.4% |
| 1Y | +76.1% | +20.0% | +56.1% | +67.8% |
| 3Y | +240.0% | +2.3% | +237.7% | +233.4% |
| All | +51.5% | -10.5% | +62.0% | +45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling