+11.9%
NFLX vs LUNR
+48.7%
-36.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.7% | +1.8% |
| 7D | -1.1% | -3.1% | +2.0% | -1.1% |
| 30D | +4.3% | -15.3% | +19.6% | +4.3% |
| 3M | -4.8% | -53.2% | +48.4% | -4.6% |
| 6M | -18.4% | -22.2% | +3.8% | -18.4% |
| YTD | -17.4% | -11.6% | -5.9% | -17.5% |
| 1Y | -35.7% | +68.4% | -104.1% | -35.8% |
| 3Y | +73.8% | +216.8% | -143.0% | +76.0% |
| All | +11.9% | +48.7% | -36.8% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling