+158.3%
CAT vs LUNR
+348.3%
-189.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.4% | +24.2% | -16.7% | +5.7% |
| 30D | -19.7% | +18.0% | -37.6% | -20.8% |
| 3M | -29.6% | -26.0% | -3.6% | -28.6% |
| 6M | -33.2% | -63.6% | +30.4% | -30.0% |
| YTD | +5.7% | -19.9% | +25.6% | +4.3% |
| 1Y | +9.3% | +50.1% | -40.8% | +3.9% |
| 3Y | +158.3% | +374.5% | -216.1% | +138.4% |
| All | +158.3% | +348.3% | -189.9% | +138.4% |
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 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