+79.1%
QLD vs LUNR
+24.8%
+54.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +15.0% | -8.2% | +6.3% |
| 7D | -1.4% | +22.1% | -23.5% | -2.1% |
| 30D | -19.6% | -8.7% | -10.9% | -19.4% |
| 3M | -14.1% | -26.6% | +12.4% | -13.5% |
| 6M | -13.6% | -58.4% | +44.8% | -12.0% |
| YTD | +12.5% | -25.8% | +38.4% | +12.8% |
| 1Y | +13.1% | +25.5% | -12.4% | +12.1% |
| 3Y | +154.7% | +300.0% | -145.3% | +155.2% |
| All | +79.1% | +24.8% | +54.3% | +83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 10y: compounded portfolio wealth divided by compounded LUNR 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…
10y analysis · Full analysis span regression · 6 months rolling