+60.3%
EXPE vs LUNR
+48.7%
+11.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +1.4% |
| 7D | -5.8% | -3.1% | -2.7% | -5.8% |
| 30D | -13.6% | -15.3% | +1.7% | -13.6% |
| 3M | +25.2% | -53.2% | +78.3% | +25.2% |
| 6M | +22.3% | -22.2% | +44.6% | +22.2% |
| YTD | -0.3% | -11.6% | +11.3% | -0.5% |
| 1Y | +27.8% | +68.4% | -40.6% | +27.2% |
| 3Y | +162.4% | +216.8% | -54.3% | +166.3% |
| All | +60.3% | +48.7% | +11.6% | +63.8% |
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 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