+216.8%
LUNR vs XLRE
+31.2%
+185.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.8% |
| 7D | -3.1% | -1.2% | -1.9% | -1.8% |
| 30D | -15.3% | -2.4% | -12.9% | -13.1% |
| 3M | -53.2% | -2.5% | -50.7% | -52.6% |
| 6M | -22.2% | +4.0% | -26.2% | -27.8% |
| YTD | -11.6% | +9.3% | -20.9% | -23.1% |
| 1Y | +68.4% | +5.6% | +62.8% | +53.1% |
| 3Y | +216.8% | +31.3% | +185.5% | +108.3% |
| All | +216.8% | +31.2% | +185.6% | +108.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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