-39.0%
CLF vs LUNR
+35.0%
-74.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.0% | -7.5% | -0.8% |
| 7D | +16.0% | +51.2% | -35.2% | +14.2% |
| 30D | +1.6% | +7.0% | -5.3% | +1.2% |
| 3M | +6.7% | -23.1% | +29.8% | +7.3% |
| 6M | +21.1% | -59.4% | +80.5% | +24.1% |
| YTD | -1.6% | -19.7% | +18.1% | -1.7% |
| 1Y | +18.5% | +39.5% | -21.0% | +16.3% |
| 3Y | -21.0% | +357.2% | -378.2% | -23.5% |
| All | -39.0% | +35.0% | -74.0% | -38.1% |
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