+45.5%
XLC vs LUNR
+62.5%
-17.0%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.3% | -0.5% |
| 7D | +0.6% | +6.5% | -5.9% | +0.5% |
| 30D | +0.2% | -4.4% | +4.6% | +0.3% |
| 3M | +0.6% | -47.3% | +47.9% | +1.1% |
| 6M | -4.5% | -11.1% | +6.6% | -4.6% |
| YTD | -4.7% | -3.4% | -1.3% | -4.9% |
| 1Y | -1.7% | +85.8% | -87.4% | -2.4% |
| 3Y | +72.3% | +264.7% | -192.4% | +71.5% |
| All | +45.5% | +62.5% | -17.0% | +48.8% |
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 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