-63.0%
XYZ vs LUNR
+26.2%
-89.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | +0.1% |
| 7D | -2.2% | +22.7% | -24.8% | -2.8% |
| 30D | +11.6% | -5.3% | +16.9% | +11.6% |
| 3M | +8.4% | -26.1% | +34.5% | +9.1% |
| 6M | +17.2% | -62.4% | +79.6% | +19.7% |
| YTD | +31.7% | -25.0% | +56.6% | +31.4% |
| 1Y | +30.1% | +29.0% | +1.0% | +27.9% |
| 3Y | +66.4% | +327.4% | -260.9% | +64.1% |
| All | -63.0% | +26.2% | -89.2% | -61.3% |
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