+229.8%
LUNR vs EXR
+21.4%
+208.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.5% | -2.2% | -3.5% |
| 7D | +0.5% | -3.1% | +3.6% | +2.1% |
| 30D | -5.3% | -7.5% | +2.2% | -1.8% |
| 3M | -45.6% | -7.5% | -38.1% | -44.0% |
| 6M | -17.4% | -5.2% | -12.2% | -16.2% |
| YTD | -7.9% | +6.5% | -14.5% | -11.8% |
| 1Y | +77.6% | -2.0% | +79.7% | +76.5% |
| All | +229.8% | +21.4% | +208.4% | +179.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling