+75.9%
LUNR vs EXPD
+57.8%
+18.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.6% |
| 7D | -3.6% | -1.1% | -2.5% | -3.4% |
| 30D | +5.9% | +4.1% | +1.8% | +5.1% |
| 3M | -56.0% | +17.9% | -73.9% | -57.3% |
| 6M | -20.5% | +29.2% | -49.7% | -24.6% |
| YTD | -8.7% | +27.4% | -36.1% | -13.2% |
| 1Y | +75.9% | +56.8% | +19.1% | +68.3% |
| All | +75.9% | +57.8% | +18.0% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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