+48.7%
LUNR vs EXR
-15.9%
+64.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.8% |
| 7D | -3.1% | -1.2% | -1.9% | -3.1% |
| 30D | -15.3% | -6.2% | -9.1% | -15.3% |
| 3M | -53.2% | -7.4% | -45.8% | -53.2% |
| 6M | -22.2% | -0.5% | -21.7% | -22.5% |
| YTD | -11.6% | +8.1% | -19.7% | -11.5% |
| 1Y | +68.4% | -2.9% | +71.3% | +67.4% |
| 3Y | +216.8% | +22.9% | +193.8% | +233.9% |
| All | +48.7% | -15.9% | +64.6% | +48.8% |
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