+286.2%
PANW vs LUNR
+48.7%
+237.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -2.3% |
| 7D | -0.8% | -3.1% | +2.3% | -0.7% |
| 30D | -14.6% | -15.3% | +0.8% | -14.2% |
| 3M | +18.3% | -53.2% | +71.5% | +20.8% |
| 6M | +100.5% | -22.2% | +122.7% | +100.9% |
| YTD | +79.5% | -11.6% | +91.1% | +78.6% |
| 1Y | +66.7% | +68.4% | -1.7% | +62.5% |
| 3Y | +161.2% | +216.8% | -55.5% | +148.2% |
| All | +286.2% | +48.7% | +237.4% | +301.4% |
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