+126.5%
COP vs LUNR
+48.7%
+77.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.1% | +0.2% |
| 7D | +2.3% | -3.1% | +5.4% | +2.3% |
| 30D | +8.6% | -15.3% | +24.0% | +8.6% |
| 3M | +19.9% | -53.2% | +73.0% | +19.6% |
| 6M | +19.0% | -22.2% | +41.2% | +19.0% |
| YTD | +50.0% | -11.6% | +61.5% | +50.0% |
| 1Y | +50.5% | +68.4% | -17.9% | +51.2% |
| 3Y | +25.2% | +216.8% | -191.6% | +28.4% |
| All | +126.5% | +48.7% | +77.8% | +158.6% |
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