-69.2%
LYFT vs LUNR
+48.7%
-117.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +2.0% |
| 7D | -8.4% | -3.1% | -5.3% | -8.3% |
| 30D | -7.6% | -15.3% | +7.7% | -7.2% |
| 3M | +11.7% | -53.2% | +64.9% | +13.7% |
| 6M | +15.1% | -22.2% | +37.3% | +15.0% |
| YTD | -20.9% | -11.6% | -9.3% | -21.4% |
| 1Y | -16.4% | +68.4% | -84.8% | -18.2% |
| 3Y | +35.2% | +216.8% | -181.6% | +31.5% |
| All | -69.2% | +48.7% | -117.9% | -70.7% |
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