+32.4%
ORCL vs LUNR
+22.4%
+10.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.5% |
| 7D | -6.5% | +12.7% | -19.2% | -6.9% |
| 30D | -16.6% | -10.5% | -6.1% | -16.4% |
| 3M | -21.6% | -25.2% | +3.6% | -21.1% |
| 6M | -39.4% | -59.2% | +19.9% | -38.3% |
| YTD | -38.7% | -27.2% | -11.4% | -38.5% |
| 1Y | -50.4% | +19.7% | -70.0% | -50.7% |
| 3Y | +8.1% | +314.4% | -306.3% | +7.8% |
| All | +32.4% | +22.4% | +10.0% | +42.3% |
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