+48.7%
LUNR vs XLRE
+6.2%
+42.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -2.1% |
| 7D | -3.1% | -1.2% | -1.9% | -2.8% |
| 30D | -15.3% | -2.4% | -12.9% | -14.8% |
| 3M | -53.2% | -2.5% | -50.7% | -53.0% |
| 6M | -22.2% | +4.0% | -26.2% | -23.6% |
| YTD | -11.6% | +9.3% | -20.9% | -14.2% |
| 1Y | +68.4% | +5.6% | +62.8% | +64.9% |
| 3Y | +216.8% | +31.3% | +185.5% | +212.0% |
| All | +48.7% | +6.2% | +42.5% | +45.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling