+144.0%
C vs LUNR
+51.5%
+92.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.3% |
| 30D | +2.0% | -11.3% | +13.3% | +2.2% |
| 3M | +4.4% | -44.9% | +49.3% | +5.4% |
| 6M | +28.3% | -17.3% | +45.7% | +28.0% |
| YTD | +20.5% | -9.9% | +30.4% | +19.6% |
| 1Y | +45.5% | +76.1% | -30.6% | +42.5% |
| 3Y | +274.0% | +240.0% | +34.0% | +264.1% |
| All | +144.0% | +51.5% | +92.5% | +134.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling