+153.3%
CMI vs LUNR
+228.4%
-75.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.1% | +1.4% |
| 7D | -0.7% | -3.1% | +2.4% | -0.5% |
| 30D | -12.4% | -15.3% | +2.9% | -11.4% |
| 3M | -14.8% | -53.2% | +38.4% | -10.6% |
| 6M | +0.8% | -22.2% | +23.0% | +0.8% |
| YTD | +10.2% | -11.6% | +21.8% | +8.4% |
| 1Y | +37.4% | +68.4% | -31.0% | +28.9% |
| 3Y | +153.3% | +216.8% | -63.5% | +115.7% |
| All | +153.3% | +228.4% | -75.1% | +115.7% |
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