-43.6%
CLF vs LUNR
+54.8%
-98.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.7% | +3.1% | -1.5% |
| 7D | -2.7% | +0.5% | -3.2% | -2.7% |
| 30D | -3.2% | -5.3% | +2.1% | -3.1% |
| 3M | -5.0% | -45.6% | +40.7% | -3.2% |
| 6M | +26.6% | -17.4% | +44.0% | +27.0% |
| YTD | -9.0% | -7.9% | -1.0% | -9.3% |
| 1Y | +11.8% | +77.6% | -65.8% | +9.4% |
| 3Y | -15.1% | +247.4% | -262.5% | -17.9% |
| All | -43.6% | +54.8% | -98.4% | -42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling