+26.1%
XLB vs LUNR
+48.7%
-22.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | -2.8% | -3.1% | +0.3% | -2.8% |
| 30D | -3.1% | -15.3% | +12.2% | -3.0% |
| 3M | -0.2% | -53.2% | +53.0% | +0.5% |
| 6M | +3.1% | -22.2% | +25.3% | +3.1% |
| YTD | +13.3% | -11.6% | +24.9% | +13.1% |
| 1Y | +12.0% | +68.4% | -56.4% | +11.2% |
| 3Y | +31.4% | +216.8% | -185.4% | +30.3% |
| All | +26.1% | +48.7% | -22.6% | +27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling