-4.5%
LUNR vs EXEL
+92.4%
-96.9%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.9% | -5.6% |
| 7D | -14.3% | +9.8% | -24.1% | -18.7% |
| 30D | -30.5% | +23.6% | -54.1% | -38.5% |
| 3M | -28.9% | +29.9% | -58.8% | -39.7% |
| 6M | -60.8% | +64.7% | -125.5% | -72.0% |
| YTD | -38.8% | +66.0% | -104.8% | -57.8% |
| 1Y | -4.5% | +92.0% | -96.5% | -37.1% |
| All | -4.5% | +92.4% | -96.9% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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