-29.4%
QXO vs LUNR
-19.1%
-10.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -13.2% | +5.1% | -5.9% |
| 7D | +2.3% | -26.2% | +28.5% | +7.1% |
| 30D | -3.9% | -42.8% | +38.9% | +4.7% |
| 3M | -26.8% | -38.4% | +11.6% | -21.5% |
| 6M | -38.3% | -65.2% | +26.9% | -30.2% |
| YTD | -39.7% | -46.9% | +7.2% | -37.9% |
| 1Y | -29.4% | -17.4% | -12.0% | -32.8% |
| All | -29.4% | -19.1% | -10.3% | -32.8% |
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