+185.3%
QLD vs LUNR
+210.5%
-25.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.6% | -3.6% | +4.2% | +1.0% |
| 30D | -0.1% | +5.9% | -6.0% | -1.0% |
| 3M | -8.4% | -56.0% | +47.6% | -0.4% |
| 6M | +32.2% | -20.5% | +52.7% | +32.7% |
| YTD | +28.9% | -8.7% | +37.7% | +25.7% |
| 1Y | +43.8% | +75.9% | -32.1% | +29.2% |
| All | +185.3% | +210.5% | -25.1% | +150.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling