+43.2%
XLP vs LUNR
+35.0%
+8.2%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.4% | -0.4% |
| 7D | -0.2% | +51.2% | -51.4% | -0.1% |
| 30D | +8.2% | +7.0% | +1.2% | +8.2% |
| 3M | +7.7% | -23.1% | +30.9% | +7.7% |
| 6M | +9.3% | -59.4% | +68.7% | +9.3% |
| YTD | +19.5% | -19.7% | +39.2% | +19.5% |
| 1Y | +21.0% | +39.5% | -18.5% | +21.0% |
| 3Y | +43.2% | +357.2% | -314.0% | +43.6% |
| All | +43.2% | +35.0% | +8.2% | +45.8% |
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