+54.8%
LUNR vs XME
+174.4%
-119.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.2% |
| 7D | +0.5% | -0.2% | +0.8% | +0.8% |
| 30D | -5.3% | +1.4% | -6.7% | -6.3% |
| 3M | -45.6% | +2.7% | -48.3% | -46.3% |
| 6M | -17.4% | +6.5% | -23.9% | -19.0% |
| YTD | -7.9% | +15.2% | -23.1% | -11.4% |
| 1Y | +77.6% | +43.5% | +34.1% | +54.0% |
| 3Y | +247.4% | +135.9% | +111.6% | +150.6% |
| All | +54.8% | +174.4% | -119.6% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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