+54.8%
LUNR vs ODFL
+3.4%
+51.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ODFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.7% | -2.0% | -4.3% |
| 7D | +0.5% | -3.0% | +3.5% | +1.0% |
| 30D | -5.3% | -14.3% | +8.9% | -3.1% |
| 3M | -45.6% | -26.7% | -18.9% | -43.2% |
| 6M | -17.4% | -7.5% | -9.9% | -16.5% |
| YTD | -7.9% | +16.5% | -24.5% | -9.8% |
| 1Y | +77.6% | +23.5% | +54.1% | +72.4% |
| 3Y | +247.4% | -12.1% | +259.5% | +231.5% |
| All | +54.8% | +3.4% | +51.4% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ODFL.
Daily Out/Under-Performance
Portfolio return minus ODFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ODFL 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 ODFL 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