+62.5%
LUNR vs XYL
-11.4%
+73.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +3.0% | +2.9% | +5.0% |
| 7D | +6.5% | +1.8% | +4.7% | +6.0% |
| 30D | -4.4% | -9.2% | +4.8% | -1.7% |
| 3M | -47.3% | -0.3% | -47.0% | -47.8% |
| 6M | -11.1% | -11.0% | -0.1% | -8.5% |
| YTD | -3.4% | -19.2% | +15.8% | +2.1% |
| 1Y | +85.8% | -21.2% | +107.0% | +98.7% |
| 3Y | +264.7% | +18.6% | +246.0% | +296.5% |
| All | +62.5% | -11.4% | +73.8% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling