+58.1%
EXPE vs LUNR
+51.5%
+6.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.1% | +3.7% | +1.6% |
| 7D | -8.7% | -0.5% | -8.1% | -8.7% |
| 30D | -13.6% | -11.3% | -2.4% | -13.7% |
| 3M | +26.6% | -44.9% | +71.5% | +26.6% |
| 6M | +19.9% | -17.3% | +37.3% | +19.8% |
| YTD | -1.7% | -9.9% | +8.2% | -1.9% |
| 1Y | +29.4% | +76.1% | -46.7% | +28.8% |
| 3Y | +155.7% | +240.0% | -84.3% | +159.5% |
| All | +58.1% | +51.5% | +6.6% | +61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling