+229.1%
LUNR vs EXPD
+69.2%
+159.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.3% |
| 1Y | +75.9% | +56.8% | +19.1% | +62.4% |
| All | +229.1% | +69.2% | +159.9% | +158.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling