+26.2%
LUNR vs EXR
-1.6%
+27.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +3.0% | +3.1% |
| 7D | +22.7% | -1.1% | +23.8% | +22.7% |
| 30D | -5.3% | +18.8% | -24.1% | -5.3% |
| 3M | -26.1% | +9.9% | -36.0% | -26.1% |
| 6M | -62.4% | +12.6% | -75.1% | -62.5% |
| YTD | -25.0% | +26.5% | -51.4% | -24.9% |
| 1Y | +29.0% | +24.5% | +4.5% | +28.9% |
| 3Y | +327.4% | +52.4% | +275.0% | +366.7% |
| All | +26.2% | -1.6% | +27.8% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling