+75.9%
LUNR vs EXEL
+59.2%
+16.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.9% |
| 7D | -3.6% | +8.4% | -12.0% | -7.8% |
| 30D | +5.9% | +4.1% | +1.8% | +2.8% |
| 3M | -56.0% | +12.4% | -68.4% | -59.2% |
| 6M | -20.5% | +41.5% | -62.0% | -34.7% |
| YTD | -8.7% | +34.6% | -43.4% | -24.7% |
| 1Y | +75.9% | +57.9% | +18.0% | +38.0% |
| All | +75.9% | +59.2% | +16.7% | +38.0% |
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