-73.9%
PYPL vs LUNR
+62.5%
-136.4%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.9% | -9.1% | -3.3% |
| 7D | +1.7% | +6.5% | -4.8% | +1.6% |
| 30D | -9.7% | -4.4% | -5.4% | -9.7% |
| 3M | +29.2% | -47.3% | +76.5% | +30.5% |
| 6M | +13.9% | -11.1% | +24.9% | +13.6% |
| YTD | -8.1% | -3.4% | -4.7% | -8.7% |
| 1Y | -21.4% | +85.8% | -107.2% | -22.9% |
| 3Y | -11.8% | +264.7% | -276.5% | -14.3% |
| All | -73.9% | +62.5% | -136.4% | -73.8% |
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 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