+27.1%
CL vs LUNR
+54.8%
-27.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.7% | +4.3% | -0.4% |
| 7D | -2.3% | +0.5% | -2.8% | -2.3% |
| 30D | -5.5% | -5.3% | -0.2% | -5.5% |
| 3M | +0.8% | -45.6% | +46.5% | +0.7% |
| 6M | -4.2% | -17.4% | +13.2% | -4.1% |
| YTD | +13.4% | -7.9% | +21.4% | +13.6% |
| 1Y | +7.1% | +77.6% | -70.6% | +7.5% |
| 3Y | +29.0% | +247.4% | -218.4% | +29.5% |
| All | +27.1% | +54.8% | -27.8% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling