+48.7%
LUNR vs DTE
+37.6%
+11.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -3.1% | -2.6% | -0.5% | -2.8% |
| 30D | -15.3% | -4.4% | -10.9% | -14.9% |
| 3M | -53.2% | -8.3% | -44.8% | -52.8% |
| 6M | -22.2% | -8.1% | -14.1% | -21.7% |
| YTD | -11.6% | +4.4% | -16.0% | -12.5% |
| 1Y | +68.4% | +0.2% | +68.3% | +67.7% |
| 3Y | +216.8% | +42.6% | +174.2% | +205.2% |
| All | +48.7% | +37.6% | +11.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 5y: compounded portfolio wealth divided by compounded DTE 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…
5y analysis · Full analysis span regression · 6 months rolling