+41.9%
XLP vs LUNR
+198.3%
-156.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +21.5% | -22.7% | -1.2% |
| 7D | +0.7% | -1.9% | +2.6% | +0.8% |
| 30D | +10.3% | -27.3% | +37.6% | +10.3% |
| 3M | +6.5% | -29.9% | +36.4% | +6.5% |
| 6M | +8.4% | -60.2% | +68.6% | +8.5% |
| YTD | +18.2% | -35.5% | +53.7% | +18.0% |
| 1Y | +22.4% | +9.5% | +12.9% | +21.7% |
| 3Y | +41.9% | +226.2% | -184.3% | +40.0% |
| All | +41.9% | +198.3% | -156.4% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling