+62.5%
LUNR vs EXPD
+51.0%
+11.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.5% | +7.4% | +5.8% |
| 7D | +6.5% | -0.9% | +7.4% | +6.5% |
| 30D | -4.4% | +4.1% | -8.4% | -4.2% |
| 3M | -47.3% | +13.8% | -61.0% | -46.8% |
| 6M | -11.1% | +27.3% | -38.3% | -9.7% |
| YTD | -3.4% | +25.4% | -28.8% | -1.6% |
| 1Y | +85.8% | +54.4% | +31.4% | +95.2% |
| 3Y | +264.7% | +67.9% | +196.8% | +287.9% |
| All | +62.5% | +51.0% | +11.5% | +83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling