+31.5%
ORCL vs LUNR
+210.5%
-179.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +3.0% |
| 7D | +5.3% | -3.6% | +8.9% | +5.6% |
| 30D | +10.0% | +5.9% | +4.1% | +9.1% |
| 3M | -32.6% | -56.0% | +23.4% | -28.0% |
| 6M | +4.9% | -20.5% | +25.4% | +5.0% |
| YTD | -17.8% | -8.7% | -9.0% | -19.3% |
| 1Y | -28.0% | +75.9% | -103.9% | -33.2% |
| All | +31.5% | +210.5% | -179.0% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling