+34.0%
EXC vs LUNR
+48.7%
-14.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.5% |
| 7D | -1.1% | -3.1% | +2.0% | -1.1% |
| 30D | -3.6% | -15.3% | +11.7% | -3.7% |
| 3M | -4.3% | -53.2% | +48.9% | -4.5% |
| 6M | -9.9% | -22.2% | +12.3% | -10.0% |
| YTD | +1.8% | -11.6% | +13.3% | +1.8% |
| 1Y | +2.9% | +68.4% | -65.6% | +3.2% |
| 3Y | +19.1% | +216.8% | -197.7% | +19.8% |
| All | +34.0% | +48.7% | -14.7% | +34.4% |
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 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