+62.6%
XYZ vs LUNR
+348.3%
-285.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.1% | +2.8% |
| 7D | -1.1% | +24.2% | -25.2% | -3.5% |
| 30D | +11.5% | +18.0% | -6.5% | +8.8% |
| 3M | +1.8% | -26.0% | +27.8% | +4.0% |
| 6M | +21.2% | -63.6% | +84.8% | +32.1% |
| YTD | +29.9% | -19.9% | +49.8% | +26.2% |
| 1Y | +35.8% | +50.1% | -14.4% | +21.2% |
| 3Y | +62.6% | +374.5% | -311.9% | +37.1% |
| All | +62.6% | +348.3% | -285.7% | +37.1% |
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