+54.9%
XLE vs LUNR
+251.6%
-196.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.9% | -4.8% | +1.0% |
| 7D | 0.0% | +6.5% | -6.5% | -0.1% |
| 30D | +12.6% | -4.4% | +17.0% | +12.7% |
| 3M | +11.8% | -47.3% | +59.1% | +13.0% |
| 6M | +16.1% | -11.1% | +27.1% | +15.4% |
| YTD | +46.9% | -3.4% | +50.3% | +45.1% |
| 1Y | +53.3% | +85.8% | -32.5% | +48.7% |
| 3Y | +54.9% | +264.7% | -209.7% | +42.7% |
| All | +54.9% | +251.6% | -196.6% | +42.7% |
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 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