+34.7%
LUNR vs EXR
-2.0%
+36.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | +24.2% | -0.4% | +24.6% | +24.2% |
| 30D | +18.0% | +18.2% | -0.2% | +17.9% |
| 3M | -26.0% | +7.3% | -33.3% | -26.0% |
| 6M | -63.6% | +13.8% | -77.4% | -63.6% |
| YTD | -19.9% | +25.9% | -45.8% | -19.9% |
| 1Y | +50.1% | +25.8% | +24.3% | +50.1% |
| 3Y | +374.5% | +53.7% | +320.7% | +421.4% |
| All | +34.7% | -2.0% | +36.7% | +34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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