+48.7%
LUNR vs DRI
+68.1%
-19.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -3.0% | -2.2% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -15.3% | -7.8% | -7.5% | -13.3% |
| 3M | -53.2% | +0.4% | -53.5% | -53.5% |
| 6M | -22.2% | +4.8% | -27.0% | -24.1% |
| YTD | -11.6% | +16.7% | -28.3% | -17.1% |
| 1Y | +68.4% | +1.5% | +67.0% | +65.1% |
| 3Y | +216.8% | +56.3% | +160.5% | +188.6% |
| All | +48.7% | +68.1% | -19.4% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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