+647.0%
PLTR vs LUNR
+34.7%
+612.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | +4.7% | +24.2% | -19.4% | +3.8% |
| 30D | -16.4% | +18.0% | -34.4% | -17.1% |
| 3M | -6.2% | -26.0% | +19.8% | -5.4% |
| 6M | +29.2% | -63.6% | +92.7% | +33.2% |
| YTD | -5.5% | -19.9% | +14.4% | -5.8% |
| 1Y | -2.4% | +50.1% | -52.5% | -4.8% |
| 3Y | +752.3% | +374.5% | +377.9% | +738.6% |
| All | +647.0% | +34.7% | +612.2% | +731.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling