+4.6%
EXC vs LUNR
+38.9%
-34.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.4% | +24.2% | -22.8% | +2.0% |
| 30D | +8.6% | +18.0% | -9.4% | +9.3% |
| 3M | +2.4% | -26.0% | +28.4% | +2.2% |
| 6M | +6.5% | -63.6% | +70.0% | +5.2% |
| YTD | +9.0% | -19.9% | +28.9% | +10.3% |
| 1Y | +4.6% | +50.1% | -45.5% | +8.0% |
| All | +4.6% | +38.9% | -34.3% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling