+54.8%
LUNR vs EXPD
+52.9%
+1.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -4.6% |
| 7D | +0.5% | +1.2% | -0.6% | +0.6% |
| 30D | -5.3% | +5.2% | -10.5% | -5.0% |
| 3M | -45.6% | +13.2% | -58.8% | -45.2% |
| 6M | -17.4% | +30.3% | -47.7% | -15.9% |
| YTD | -7.9% | +27.0% | -35.0% | -6.2% |
| 1Y | +77.6% | +57.3% | +20.3% | +87.0% |
| 3Y | +247.4% | +70.0% | +177.4% | +269.9% |
| All | +54.8% | +52.9% | +1.9% | +74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling