+8.4%
QLD vs LUNR
+20.8%
-12.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +15.0% | -8.2% | +4.2% |
| 7D | -1.4% | +22.1% | -23.5% | -5.0% |
| 30D | -19.6% | -8.7% | -10.9% | -19.0% |
| 3M | -14.1% | -26.6% | +12.4% | -11.1% |
| 6M | -13.6% | -58.4% | +44.8% | -6.0% |
| YTD | +12.5% | -25.8% | +38.4% | +12.2% |
| All | +8.4% | +20.8% | -12.4% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling