+42.1%
CI vs LUNR
+53.5%
-11.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.1% | -1.3% |
| 7D | +1.3% | -3.6% | +4.9% | +1.3% |
| 30D | +4.4% | +5.9% | -1.4% | +4.4% |
| 3M | +0.7% | -56.0% | +56.6% | +0.9% |
| 6M | +0.3% | -20.5% | +20.8% | +0.4% |
| YTD | +3.8% | -8.7% | +12.6% | +3.7% |
| 1Y | -5.5% | +75.9% | -81.4% | -5.7% |
| 3Y | +8.1% | +202.9% | -194.8% | +7.5% |
| All | +42.1% | +53.5% | -11.4% | +45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling