-13.0%
PYPL vs LUNR
+234.6%
-247.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.3% | +2.3% |
| 7D | -5.9% | -0.5% | -5.4% | -5.9% |
| 30D | -9.4% | -11.3% | +1.9% | -8.8% |
| 3M | +31.3% | -44.9% | +76.2% | +35.7% |
| 6M | +19.1% | -17.3% | +36.4% | +18.1% |
| YTD | -7.9% | -9.9% | +2.0% | -10.3% |
| 1Y | -17.9% | +76.1% | -94.0% | -24.7% |
| All | -13.0% | +234.6% | -247.5% | -29.7% |
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 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