+62.5%
LUNR vs EXEL
+221.3%
-158.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -2.3% | +8.1% | +6.3% |
| 7D | +6.5% | +1.4% | +5.2% | +6.2% |
| 30D | -4.4% | +6.7% | -11.0% | -5.7% |
| 3M | -47.3% | +11.5% | -58.7% | -48.5% |
| 6M | -11.1% | +38.8% | -49.9% | -15.9% |
| YTD | -3.4% | +31.6% | -35.0% | -8.2% |
| 1Y | +85.8% | +53.0% | +32.8% | +73.9% |
| 3Y | +264.7% | +160.8% | +103.8% | +256.3% |
| All | +62.5% | +221.3% | -158.8% | +68.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling