+3.9%
CI vs LUNR
+251.6%
-247.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.9% | -7.7% | -1.9% |
| 7D | -2.0% | +6.5% | -8.5% | -2.1% |
| 30D | -1.8% | -4.4% | +2.6% | -1.8% |
| 3M | -4.2% | -47.3% | +43.0% | -3.6% |
| 6M | +2.7% | -11.1% | +13.8% | +2.6% |
| YTD | +1.9% | -3.4% | +5.3% | +1.5% |
| 1Y | -6.3% | +85.8% | -92.0% | -7.1% |
| 3Y | +3.9% | +264.7% | -260.8% | +2.7% |
| All | +3.9% | +251.6% | -247.7% | +2.7% |
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