+203.9%
CAT vs LUNR
+251.6%
-47.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.8% | +0.7% |
| 7D | +5.6% | +6.5% | -1.0% | +5.1% |
| 30D | -2.3% | -4.4% | +2.0% | -2.1% |
| 3M | -10.0% | -47.3% | +37.3% | -6.9% |
| 6M | +21.2% | -11.1% | +32.3% | +20.2% |
| YTD | +44.4% | -3.4% | +47.8% | +41.4% |
| 1Y | +96.3% | +85.8% | +10.5% | +84.1% |
| 3Y | +203.9% | +264.7% | -60.7% | +174.1% |
| All | +203.9% | +251.6% | -47.7% | +174.1% |
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