+42.4%
CL vs LUNR
+22.4%
+20.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.1% |
| 7D | +2.6% | +12.7% | -10.1% | +2.7% |
| 30D | +11.8% | -10.5% | +22.2% | +11.8% |
| 3M | +5.9% | -25.2% | +31.1% | +5.9% |
| 6M | +13.3% | -59.2% | +72.6% | +13.1% |
| YTD | +27.1% | -27.2% | +54.3% | +27.3% |
| 1Y | +28.0% | +19.7% | +8.3% | +28.4% |
| 3Y | +39.4% | +314.4% | -275.0% | +39.9% |
| All | +42.4% | +22.4% | +20.0% | +43.4% |
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