-64.3%
XYZ vs LUNR
+53.5%
-117.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.5% | -0.8% |
| 7D | -1.0% | -3.6% | +2.7% | -0.9% |
| 30D | -1.7% | +5.9% | -7.6% | -1.9% |
| 3M | +16.7% | -56.0% | +72.7% | +19.2% |
| 6M | +26.9% | -20.5% | +47.3% | +27.0% |
| YTD | +27.1% | -8.7% | +35.9% | +26.5% |
| 1Y | +9.3% | +75.9% | -66.6% | +6.8% |
| 3Y | +42.3% | +202.9% | -160.6% | +39.4% |
| All | -64.3% | +53.5% | -117.8% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling