+26.2%
LUNR vs DOC
-20.6%
+46.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.3% | +3.2% |
| 7D | +22.7% | +1.0% | +21.6% | +22.5% |
| 30D | -5.3% | +8.1% | -13.4% | -6.5% |
| 3M | -26.1% | +0.9% | -27.0% | -26.2% |
| 6M | -62.4% | +6.3% | -68.7% | -63.0% |
| YTD | -25.0% | +33.8% | -58.7% | -29.2% |
| 1Y | +29.0% | +21.6% | +7.4% | +23.6% |
| 3Y | +327.4% | +53.4% | +274.0% | +321.2% |
| All | +26.2% | -20.6% | +46.8% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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