+33.6%
XLY vs LUNR
+228.4%
-194.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | -1.7% | -3.1% | +1.4% | -1.5% |
| 30D | -4.2% | -15.3% | +11.2% | -3.4% |
| 3M | -2.7% | -53.2% | +50.5% | +1.0% |
| 6M | -0.6% | -22.2% | +21.6% | -0.7% |
| YTD | -5.0% | -11.6% | +6.6% | -6.6% |
| 1Y | -4.1% | +68.4% | -72.5% | -10.1% |
| 3Y | +33.6% | +216.8% | -183.2% | +18.9% |
| All | +33.6% | +228.4% | -194.8% | +18.9% |
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