+24.5%
COP vs LUNR
+241.9%
-217.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.7% | +5.8% | +1.2% |
| 7D | -0.5% | +0.5% | -1.0% | -0.5% |
| 30D | +11.7% | -5.3% | +17.0% | +11.8% |
| 3M | +17.7% | -45.6% | +63.3% | +18.7% |
| 6M | +18.3% | -17.4% | +35.7% | +17.7% |
| YTD | +49.1% | -7.9% | +57.0% | +47.5% |
| 1Y | +53.3% | +77.6% | -24.3% | +49.5% |
| All | +24.5% | +241.9% | -217.4% | +15.4% |
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 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