+0.5%
OWL vs LUNR
+234.6%
-234.1%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.8% | -3.8% |
| 7D | -11.9% | -0.5% | -11.4% | -11.9% |
| 30D | -13.7% | -11.3% | -2.4% | -13.0% |
| 3M | +12.3% | -44.9% | +57.2% | +17.2% |
| 6M | +15.0% | -17.3% | +32.3% | +13.5% |
| YTD | -25.7% | -9.9% | -15.8% | -28.2% |
| 1Y | -39.5% | +76.1% | -115.6% | -45.6% |
| All | +0.5% | +234.6% | -234.1% | -14.3% |
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 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