+9.7%
CARR vs LUNR
+48.7%
-39.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.3% | +1.5% |
| 7D | -3.8% | -3.1% | -0.7% | -3.7% |
| 30D | -8.9% | -15.3% | +6.4% | -8.7% |
| 3M | -17.3% | -53.2% | +35.9% | -16.6% |
| 6M | -1.4% | -22.2% | +20.8% | -1.5% |
| YTD | +10.0% | -11.6% | +21.6% | +9.5% |
| 1Y | -6.4% | +68.4% | -74.8% | -7.6% |
| 3Y | +1.5% | +216.8% | -215.2% | +0.5% |
| All | +9.7% | +48.7% | -39.0% | +11.9% |
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