+48.7%
LUNR vs EXEL
+212.6%
-163.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -1.4% |
| 7D | -3.1% | -4.9% | +1.8% | -2.3% |
| 30D | -15.3% | +11.4% | -26.7% | -17.1% |
| 3M | -53.2% | +4.9% | -58.1% | -53.7% |
| 6M | -22.2% | +34.4% | -56.6% | -26.0% |
| YTD | -11.6% | +28.0% | -39.6% | -15.6% |
| 1Y | +68.4% | +43.6% | +24.8% | +59.0% |
| 3Y | +216.8% | +155.2% | +61.6% | +211.4% |
| All | +48.7% | +212.6% | -163.9% | +54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling