+165.3%
XLE vs LUNR
+53.5%
+111.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -0.9% |
| 7D | +2.2% | -3.6% | +5.8% | +2.2% |
| 30D | +11.8% | +5.9% | +5.9% | +11.8% |
| 3M | +9.8% | -56.0% | +65.8% | +10.0% |
| 6M | +15.6% | -20.5% | +36.0% | +15.5% |
| YTD | +45.3% | -8.7% | +54.0% | +45.1% |
| 1Y | +48.3% | +75.9% | -27.6% | +48.0% |
| 3Y | +55.4% | +202.9% | -147.4% | +56.5% |
| All | +165.3% | +53.5% | +111.8% | +183.0% |
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