+29.8%
XLP vs LUNR
+54.8%
-25.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.7% | +3.6% | -1.2% |
| 7D | -2.9% | +0.5% | -3.4% | -2.9% |
| 30D | -2.2% | -5.3% | +3.1% | -2.2% |
| 3M | -0.6% | -45.6% | +45.1% | -0.6% |
| 6M | -2.2% | -17.4% | +15.2% | -2.2% |
| YTD | +8.3% | -7.9% | +16.2% | +8.3% |
| 1Y | +5.7% | +77.6% | -71.9% | +5.8% |
| 3Y | +25.7% | +247.4% | -221.8% | +25.9% |
| All | +29.8% | +54.8% | -25.0% | +32.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling