-40.9%
CLF vs LUNR
+34.7%
-75.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | +10.4% | +24.2% | -13.8% | +9.5% |
| 30D | +0.6% | +18.0% | -17.4% | -0.2% |
| 3M | +4.1% | -26.0% | +30.1% | +4.9% |
| 6M | +15.1% | -63.6% | +78.7% | +18.3% |
| YTD | -4.7% | -19.9% | +15.2% | -4.9% |
| 1Y | +20.4% | +50.1% | -29.8% | +17.9% |
| 3Y | -23.4% | +374.5% | -397.8% | -25.8% |
| All | -40.9% | +34.7% | -75.7% | -40.1% |
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