-65.8%
XYZ vs LUNR
+54.8%
-120.6%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.7% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +0.5% | -5.3% | +5.9% | +0.6% |
| 3M | +16.3% | -45.6% | +61.9% | +18.0% |
| 6M | +21.1% | -17.4% | +38.5% | +21.2% |
| YTD | +22.0% | -7.9% | +29.9% | +21.3% |
| 1Y | +5.2% | +77.6% | -72.5% | +2.8% |
| 3Y | +49.6% | +247.4% | -197.9% | +46.6% |
| All | -65.8% | +54.8% | -120.6% | -64.3% |
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