-2.4%
LYB vs LUNR
+48.7%
-51.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.9% |
| 7D | +0.3% | -3.1% | +3.4% | +0.3% |
| 30D | +2.5% | -15.3% | +17.8% | +2.6% |
| 3M | +1.4% | -53.2% | +54.5% | +1.9% |
| 6M | -3.5% | -22.2% | +18.7% | -3.5% |
| YTD | +52.0% | -11.6% | +63.6% | +51.5% |
| 1Y | +22.1% | +68.4% | -46.4% | +20.9% |
| 3Y | -22.8% | +216.8% | -239.5% | -23.4% |
| All | -2.4% | +48.7% | -51.1% | -3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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