+222.7%
LUNR vs EXE
+18.1%
+204.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.2% |
| 7D | -0.5% | -2.2% | +1.7% | 0.0% |
| 30D | -11.3% | -0.8% | -10.5% | -11.2% |
| 3M | -44.9% | +10.0% | -54.9% | -46.5% |
| 6M | -17.3% | -6.3% | -11.0% | -16.1% |
| YTD | -9.9% | -10.7% | +0.8% | -8.2% |
| 1Y | +76.1% | +2.7% | +73.5% | +65.2% |
| All | +222.7% | +18.1% | +204.6% | +212.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 3y: compounded portfolio wealth divided by compounded EXE 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…
3y analysis · Full analysis span regression · 6 months rolling