-42.8%
CMCSA vs LUNR
+54.8%
-97.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.7% | -1.9% | -6.6% |
| 7D | -8.3% | +0.5% | -8.8% | -8.3% |
| 30D | -2.4% | -5.3% | +2.9% | -2.4% |
| 3M | +4.5% | -45.6% | +50.1% | +4.8% |
| 6M | -18.8% | -17.4% | -1.4% | -18.8% |
| YTD | -8.9% | -7.9% | -1.0% | -9.1% |
| 1Y | -18.3% | +77.6% | -95.9% | -18.9% |
| 3Y | -35.0% | +247.4% | -282.4% | -36.1% |
| All | -42.8% | +54.8% | -97.6% | -45.2% |
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 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