+48.7%
LUNR vs YUM
+21.8%
+26.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.9% |
| 7D | -3.1% | -6.1% | +3.0% | -3.4% |
| 30D | -15.3% | -5.8% | -9.5% | -15.5% |
| 3M | -53.2% | -7.6% | -45.5% | -53.3% |
| 6M | -22.2% | -9.1% | -13.1% | -22.3% |
| YTD | -11.6% | -5.5% | -6.1% | -12.2% |
| 1Y | +68.4% | -3.7% | +72.1% | +67.0% |
| 3Y | +216.8% | +17.8% | +199.0% | +206.6% |
| All | +48.7% | +21.8% | +26.9% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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