-44.8%
CLF vs LUNR
+51.5%
-96.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -2.1% |
| 7D | -3.7% | -0.5% | -3.1% | -3.7% |
| 30D | -4.7% | -11.3% | +6.6% | -4.3% |
| 3M | -4.7% | -44.9% | +40.2% | -3.0% |
| 6M | +24.0% | -17.3% | +41.3% | +24.4% |
| YTD | -10.9% | -9.9% | -1.0% | -11.2% |
| 1Y | +4.0% | +76.1% | -72.1% | +1.8% |
| 3Y | -16.9% | +240.0% | -256.9% | -19.6% |
| All | -44.8% | +51.5% | -96.3% | -44.1% |
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