+67.7%
QLD vs LUNR
+8.5%
+59.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +21.5% | -18.9% | +1.9% |
| 7D | -10.3% | -1.9% | -8.4% | -10.3% |
| 30D | -26.1% | -27.3% | +1.3% | -25.4% |
| 3M | -17.8% | -29.9% | +12.1% | -17.0% |
| 6M | -15.6% | -60.2% | +44.7% | -13.8% |
| YTD | +5.4% | -35.5% | +40.9% | +6.1% |
| 1Y | +5.2% | +9.5% | -4.3% | +4.7% |
| 3Y | +139.4% | +226.2% | -86.7% | +140.8% |
| All | +67.7% | +8.5% | +59.2% | +73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling