+51.5%
LUNR vs DTE
+39.5%
+12.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.9% | -2.0% |
| 7D | -0.5% | -2.0% | +1.4% | -0.3% |
| 30D | -11.3% | -2.4% | -8.9% | -11.0% |
| 3M | -44.9% | -7.3% | -37.6% | -44.6% |
| 6M | -17.3% | -7.6% | -9.7% | -16.8% |
| YTD | -9.9% | +5.8% | -15.7% | -11.0% |
| 1Y | +76.1% | +2.3% | +73.8% | +75.0% |
| 3Y | +240.0% | +45.0% | +195.0% | +227.4% |
| All | +51.5% | +39.5% | +12.0% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling