+229.8%
LUNR vs DRI
+54.2%
+175.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.6% | -3.1% | -3.8% |
| 7D | +0.5% | -4.8% | +5.4% | +3.4% |
| 30D | -5.3% | -3.9% | -1.4% | -3.4% |
| 3M | -45.6% | +5.1% | -50.7% | -47.9% |
| 6M | -17.4% | +5.5% | -22.9% | -22.0% |
| YTD | -7.9% | +16.5% | -24.4% | -20.1% |
| 1Y | +77.6% | +2.0% | +75.7% | +69.6% |
| All | +229.8% | +54.2% | +175.7% | +120.9% |
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