+28.1%
XLP vs LUNR
+210.5%
-182.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -1.0% | -3.6% | +2.6% | -1.0% |
| 30D | -0.9% | +5.9% | -6.7% | -0.9% |
| 3M | +3.8% | -56.0% | +59.8% | +4.2% |
| 6M | -1.7% | -20.5% | +18.7% | -1.8% |
| YTD | +10.3% | -8.7% | +19.0% | +9.9% |
| 1Y | +7.8% | +75.9% | -68.1% | +6.8% |
| All | +28.1% | +210.5% | -182.3% | +24.0% |
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