-70.1%
QXO vs LUNR
+48.7%
-118.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.3% |
| 7D | -7.8% | -3.1% | -4.7% | -7.6% |
| 30D | -18.1% | -15.3% | -2.8% | -17.5% |
| 3M | -25.8% | -53.2% | +27.4% | -23.1% |
| 6M | -41.7% | -22.2% | -19.5% | -41.6% |
| YTD | -36.2% | -11.6% | -24.6% | -36.7% |
| 1Y | -42.1% | +68.4% | -110.5% | -44.5% |
| 3Y | -46.2% | +216.8% | -262.9% | -51.5% |
| All | -70.1% | +48.7% | -118.8% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling