+374.5%
LUNR vs DRI
+68.2%
+306.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | +24.2% | +1.1% | +23.1% | +23.6% |
| 30D | +18.0% | +9.7% | +8.3% | +11.8% |
| 3M | -26.0% | +3.2% | -29.1% | -27.8% |
| 6M | -63.6% | +20.6% | -84.1% | -68.1% |
| YTD | -19.9% | +28.3% | -48.2% | -34.8% |
| 1Y | +50.1% | +34.5% | +15.6% | +16.6% |
| 3Y | +374.5% | +66.5% | +307.9% | +147.7% |
| All | +374.5% | +68.2% | +306.2% | +147.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling