+203.5%
XOM vs LUNR
+48.7%
+154.8%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.5% |
| 7D | +4.1% | -3.1% | +7.2% | +4.1% |
| 30D | +4.6% | -15.3% | +19.9% | +4.5% |
| 3M | +14.0% | -53.2% | +67.1% | +13.8% |
| 6M | +11.0% | -22.2% | +33.2% | +10.9% |
| YTD | +40.7% | -11.6% | +52.3% | +40.7% |
| 1Y | +52.3% | +68.4% | -16.1% | +52.5% |
| 3Y | +60.5% | +216.8% | -156.3% | +62.0% |
| All | +203.5% | +48.7% | +154.8% | +225.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling