+335.5%
CAT vs LUNR
+54.8%
+280.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.8% |
| 7D | +2.9% | +0.5% | +2.4% | +2.9% |
| 30D | -2.6% | -5.3% | +2.7% | -2.5% |
| 3M | -10.7% | -45.6% | +34.9% | -10.0% |
| 6M | +16.1% | -17.4% | +33.5% | +16.2% |
| YTD | +43.2% | -7.9% | +51.2% | +42.8% |
| 1Y | +96.8% | +77.6% | +19.2% | +94.9% |
| 3Y | +201.4% | +247.4% | -46.1% | +199.5% |
| All | +335.5% | +54.8% | +280.7% | +340.5% |
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