+222.7%
LUNR vs XYL
+15.2%
+207.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.3% |
| 7D | -0.5% | -1.2% | +0.7% | +0.6% |
| 30D | -11.3% | -13.2% | +1.9% | +0.1% |
| 3M | -44.9% | -0.2% | -44.7% | -47.2% |
| 6M | -17.3% | -12.5% | -4.8% | -9.4% |
| YTD | -9.9% | -20.9% | +11.0% | +7.4% |
| 1Y | +76.1% | -21.6% | +97.7% | +114.1% |
| All | +222.7% | +15.2% | +207.5% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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