+112.8%
OXY vs LUNR
+51.5%
+61.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | +0.9% | -0.5% | +1.5% | +0.9% |
| 30D | +3.6% | -11.3% | +14.8% | +3.5% |
| 3M | +7.1% | -44.9% | +52.0% | +7.1% |
| 6M | +15.7% | -17.3% | +33.0% | +15.6% |
| YTD | +50.1% | -9.9% | +60.1% | +50.1% |
| 1Y | +34.1% | +76.1% | -42.1% | +34.2% |
| 3Y | -1.5% | +240.0% | -241.5% | +0.2% |
| All | +112.8% | +51.5% | +61.3% | +126.3% |
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 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