+43.6%
EXC vs LUNR
+34.7%
+8.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +1.4% | +24.2% | -22.8% | +1.5% |
| 30D | +8.6% | +18.0% | -9.4% | +8.7% |
| 3M | +2.4% | -26.0% | +28.4% | +2.3% |
| 6M | +6.5% | -63.6% | +70.0% | +6.2% |
| YTD | +9.0% | -19.9% | +28.9% | +9.2% |
| 1Y | +4.6% | +50.1% | -45.5% | +4.9% |
| 3Y | +33.5% | +374.5% | -341.0% | +34.5% |
| All | +43.6% | +34.7% | +8.8% | +44.1% |
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