+5.2%
XYZ vs LUNR
+77.6%
-72.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | -0.4% |
| 7D | -3.7% | +0.5% | -4.2% | -3.8% |
| 30D | +0.5% | -5.3% | +5.9% | +0.9% |
| 3M | +16.3% | -45.6% | +61.9% | +23.1% |
| 6M | +21.1% | -17.4% | +38.5% | +20.1% |
| YTD | +22.0% | -7.9% | +29.9% | +17.1% |
| 1Y | +5.2% | +77.6% | -72.5% | -12.4% |
| All | +5.2% | +77.6% | -72.5% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling