+48.7%
LUNR vs XYL
-12.9%
+61.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -2.0% |
| 7D | -3.1% | +1.2% | -4.3% | -3.4% |
| 30D | -15.3% | -11.9% | -3.4% | -12.1% |
| 3M | -53.2% | -1.5% | -51.6% | -53.5% |
| 6M | -22.2% | -11.9% | -10.3% | -19.7% |
| YTD | -11.6% | -20.6% | +9.0% | -6.0% |
| 1Y | +68.4% | -23.5% | +91.9% | +81.8% |
| 3Y | +216.8% | +14.9% | +201.9% | +245.0% |
| All | +48.7% | -12.9% | +61.6% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling