+28.5%
XLB vs LUNR
+62.5%
-34.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.9% | -6.8% | -1.0% |
| 7D | -0.2% | +6.5% | -6.8% | -0.3% |
| 30D | -1.7% | -4.4% | +2.6% | -1.7% |
| 3M | +4.4% | -47.3% | +51.6% | +4.9% |
| 6M | +5.0% | -11.1% | +16.1% | +4.9% |
| YTD | +15.5% | -3.4% | +18.9% | +15.2% |
| 1Y | +14.9% | +85.8% | -70.9% | +14.0% |
| 3Y | +34.5% | +264.7% | -230.1% | +33.3% |
| All | +28.5% | +62.5% | -34.0% | +30.1% |
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