-66.6%
CHTR vs LUNR
+228.4%
-294.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.6% | +3.8% |
| 7D | -4.1% | -3.1% | -1.0% | -4.0% |
| 30D | -3.0% | -15.3% | +12.4% | -2.4% |
| 3M | +4.8% | -53.2% | +57.9% | +8.2% |
| 6M | -35.0% | -22.2% | -12.8% | -35.0% |
| YTD | -30.2% | -11.6% | -18.6% | -31.1% |
| 1Y | -44.8% | +68.4% | -113.2% | -47.6% |
| 3Y | -66.6% | +216.8% | -283.3% | -71.6% |
| All | -66.6% | +228.4% | -294.9% | -71.6% |
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