+80.7%
ORCL vs LUNR
+54.8%
+25.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.7% | +4.2% | -0.4% |
| 7D | +10.9% | +0.5% | +10.4% | +10.9% |
| 30D | +7.0% | -5.3% | +12.3% | +7.1% |
| 3M | -21.2% | -45.6% | +24.4% | -20.2% |
| 6M | +7.4% | -17.4% | +24.8% | +7.5% |
| YTD | -16.3% | -7.9% | -8.3% | -16.5% |
| 1Y | -32.3% | +77.6% | -110.0% | -33.3% |
| 3Y | +32.6% | +247.4% | -214.9% | +31.4% |
| All | +80.7% | +54.8% | +25.9% | +93.2% |
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 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