+164.0%
XLE vs LUNR
+26.2%
+137.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.3% | +1.9% |
| 7D | -0.2% | +22.7% | -22.9% | -0.3% |
| 30D | -4.0% | -5.3% | +1.3% | -4.0% |
| 3M | +4.6% | -26.1% | +30.7% | +4.6% |
| 6M | +12.3% | -62.4% | +74.7% | +12.4% |
| YTD | +44.5% | -25.0% | +69.5% | +44.4% |
| 1Y | +42.4% | +29.0% | +13.4% | +42.1% |
| 3Y | +67.0% | +327.4% | -260.3% | +68.6% |
| All | +164.0% | +26.2% | +137.8% | +181.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling