-65.5%
XYZ vs LUNR
+62.5%
-127.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.9% | -9.1% | -3.4% |
| 7D | +2.9% | +6.5% | -3.7% | +2.7% |
| 30D | +1.4% | -4.4% | +5.8% | +1.5% |
| 3M | +14.6% | -47.3% | +61.8% | +16.4% |
| 6M | +20.8% | -11.1% | +31.8% | +20.5% |
| YTD | +23.1% | -3.4% | +26.4% | +22.2% |
| 1Y | +5.6% | +85.8% | -80.1% | +3.1% |
| 3Y | +50.9% | +264.7% | -213.7% | +47.7% |
| All | -65.5% | +62.5% | -127.9% | -64.0% |
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