+3.8%
EXC vs LUNR
+72.6%
-68.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.8% |
| 7D | -1.6% | -0.5% | -1.1% | -1.6% |
| 30D | -2.4% | -11.3% | +8.9% | -2.6% |
| 3M | -4.0% | -44.9% | +40.9% | -4.8% |
| 6M | -9.8% | -17.3% | +7.5% | -9.7% |
| YTD | +2.3% | -9.9% | +12.2% | +2.8% |
| 1Y | +3.8% | +76.1% | -72.3% | +9.2% |
| All | +3.8% | +72.6% | -68.8% | +9.2% |
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