-41.6%
CLF vs LUNR
+53.5%
-95.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.8% |
| 7D | +7.6% | -3.6% | +11.2% | +7.7% |
| 30D | -1.2% | +5.9% | -7.0% | -1.4% |
| 3M | -13.4% | -56.0% | +42.6% | -11.2% |
| 6M | +15.4% | -20.5% | +35.9% | +15.9% |
| YTD | -5.9% | -8.7% | +2.9% | -6.2% |
| 1Y | +18.8% | +75.9% | -57.1% | +16.3% |
| 3Y | -19.4% | +202.9% | -222.3% | -22.0% |
| All | -41.6% | +53.5% | -95.1% | -40.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling