+53.5%
LUNR vs EXR
-14.9%
+68.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +2.0% | +0.7% |
| 7D | -3.6% | -2.6% | -1.1% | -3.6% |
| 30D | +5.9% | -7.2% | +13.1% | +5.8% |
| 3M | -56.0% | -3.5% | -52.5% | -56.0% |
| 6M | -20.5% | -5.3% | -15.2% | -20.9% |
| YTD | -8.7% | +9.4% | -18.1% | -8.7% |
| 1Y | +75.9% | +1.3% | +74.6% | +75.2% |
| 3Y | +202.9% | +22.4% | +180.4% | +216.3% |
| All | +53.5% | -14.9% | +68.4% | +53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling