+838.1%
CLS vs LUNR
+348.3%
+489.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.4% |
| 7D | +16.3% | +24.2% | -7.9% | +12.5% |
| 30D | -25.7% | +18.0% | -43.6% | -27.5% |
| 3M | -30.9% | -26.0% | -4.9% | -28.3% |
| 6M | -35.5% | -63.6% | +28.1% | -27.9% |
| YTD | -18.7% | -19.9% | +1.2% | -20.0% |
| 1Y | -17.9% | +50.1% | -68.0% | -25.5% |
| 3Y | +838.1% | +374.5% | +463.6% | +652.2% |
| All | +838.1% | +348.3% | +489.8% | +652.2% |
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