+68.4%
LUNR vs EXEL
+48.5%
+19.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.4% | -0.7% |
| 7D | -3.1% | -4.9% | +1.8% | -0.7% |
| 30D | -15.3% | +11.4% | -26.7% | -20.6% |
| 3M | -53.2% | +4.9% | -58.1% | -55.0% |
| 6M | -22.2% | +34.4% | -56.6% | -34.6% |
| YTD | -11.6% | +28.0% | -39.6% | -25.2% |
| 1Y | +68.4% | +43.6% | +24.8% | +38.7% |
| All | +68.4% | +48.5% | +19.9% | +38.7% |
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 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