+173.8%
CAH vs LUNR
+228.4%
-54.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.6% |
| 7D | -5.1% | -3.1% | -2.0% | -5.1% |
| 30D | +0.2% | -15.3% | +15.5% | +0.3% |
| 3M | +6.3% | -53.2% | +59.5% | +7.1% |
| 6M | +9.4% | -22.2% | +31.6% | +9.1% |
| YTD | +15.0% | -11.6% | +26.5% | +14.3% |
| 1Y | +55.4% | +68.4% | -13.0% | +52.6% |
| 3Y | +173.8% | +216.8% | -43.0% | +164.0% |
| All | +173.8% | +228.4% | -54.6% | +164.0% |
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 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