+65.8%
XLE vs LUNR
+320.0%
-254.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.8% |
| 7D | -0.2% | +22.7% | -22.9% | -0.6% |
| 30D | -4.0% | -5.3% | +1.3% | -4.0% |
| 3M | +4.6% | -26.1% | +30.7% | +4.9% |
| 6M | +12.3% | -62.4% | +74.7% | +13.8% |
| YTD | +44.5% | -25.0% | +69.5% | +43.2% |
| 1Y | +42.4% | +29.0% | +13.4% | +39.0% |
| All | +65.8% | +320.0% | -254.2% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling