+56.3%
XLF vs LUNR
+54.8%
+1.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.4% |
| 7D | -1.0% | +0.5% | -1.6% | -1.0% |
| 30D | -1.3% | -5.3% | +4.0% | -1.3% |
| 3M | +9.1% | -45.6% | +54.8% | +9.6% |
| 6M | +14.4% | -17.4% | +31.7% | +14.2% |
| YTD | +5.1% | -7.9% | +13.0% | +4.8% |
| 1Y | +8.6% | +77.6% | -69.0% | +7.7% |
| 3Y | +74.4% | +247.4% | -173.0% | +73.2% |
| All | +56.3% | +54.8% | +1.4% | +55.2% |
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