-13.7%
CLF vs LUNR
+251.6%
-265.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.9% | -7.6% | -2.3% |
| 7D | +6.5% | +6.5% | 0.0% | +5.7% |
| 30D | +0.2% | -4.4% | +4.6% | +0.6% |
| 3M | -3.1% | -47.3% | +44.2% | +3.1% |
| 6M | +25.0% | -11.1% | +36.1% | +24.6% |
| YTD | -7.5% | -3.4% | -4.1% | -10.0% |
| 1Y | +11.5% | +85.8% | -74.3% | +0.9% |
| 3Y | -13.7% | +264.7% | -278.3% | -29.3% |
| All | -13.7% | +251.6% | -265.3% | -29.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling