+50.1%
CME vs LUNR
+48.7%
+1.4%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.5% |
| 7D | -1.6% | -3.1% | +1.5% | -1.6% |
| 30D | +5.6% | -15.3% | +20.9% | +5.5% |
| 3M | +5.6% | -53.2% | +58.8% | +5.4% |
| 6M | -8.3% | -22.2% | +14.0% | -8.2% |
| YTD | +4.3% | -11.6% | +15.9% | +4.5% |
| 1Y | +9.1% | +68.4% | -59.3% | +9.7% |
| 3Y | +52.1% | +216.8% | -164.7% | +53.5% |
| All | +50.1% | +48.7% | +1.4% | +52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling