+104.7%
QLD vs LUNR
+62.5%
+42.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.0% | -0.3% |
| 7D | +3.0% | +6.5% | -3.6% | +2.8% |
| 30D | -1.8% | -4.4% | +2.6% | -1.7% |
| 3M | -1.8% | -47.3% | +45.5% | -0.4% |
| 6M | +36.9% | -11.1% | +48.0% | +36.9% |
| YTD | +28.7% | -3.4% | +32.1% | +28.2% |
| 1Y | +41.9% | +85.8% | -43.9% | +39.4% |
| 3Y | +184.2% | +264.7% | -80.4% | +182.0% |
| All | +104.7% | +62.5% | +42.3% | +109.0% |
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