+85.1%
QLD vs LUNR
+26.2%
+58.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.1% | +1.5% | +4.5% |
| 7D | -1.2% | +22.7% | -23.8% | -1.8% |
| 30D | -15.7% | -5.3% | -10.4% | -15.7% |
| 3M | -10.0% | -26.1% | +16.1% | -9.4% |
| 6M | -11.2% | -62.4% | +51.2% | -9.3% |
| YTD | +16.4% | -25.0% | +41.3% | +16.6% |
| 1Y | +12.7% | +29.0% | -16.4% | +11.6% |
| 3Y | +152.3% | +327.4% | -175.1% | +152.8% |
| All | +85.1% | +26.2% | +58.9% | +90.1% |
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