+637.5%
PLTR vs LUNR
+51.5%
+586.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -2.1% |
| 7D | -9.1% | -0.5% | -8.6% | -9.1% |
| 30D | -5.2% | -11.3% | +6.1% | -4.8% |
| 3M | +27.4% | -44.9% | +72.3% | +29.9% |
| 6M | +9.7% | -17.3% | +27.0% | +9.8% |
| YTD | -6.7% | -9.9% | +3.2% | -7.2% |
| 1Y | -0.5% | +76.1% | -76.7% | -3.2% |
| 3Y | +996.2% | +240.0% | +756.2% | +974.4% |
| All | +637.5% | +51.5% | +586.0% | +719.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling