+100.1%
ORLY vs LUNR
+51.5%
+48.6%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.5% | -0.7% |
| 7D | -2.1% | -0.5% | -1.6% | -2.1% |
| 30D | -7.6% | -11.3% | +3.7% | -7.7% |
| 3M | -5.5% | -44.9% | +39.4% | -5.6% |
| 6M | -9.7% | -17.3% | +7.6% | -9.7% |
| YTD | -6.2% | -9.9% | +3.7% | -6.2% |
| 1Y | -18.6% | +76.1% | -94.8% | -18.3% |
| 3Y | +33.8% | +240.0% | -206.2% | +35.1% |
| All | +100.1% | +51.5% | +48.6% | +102.2% |
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 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