+126.0%
COP vs LUNR
+51.5%
+74.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.4% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | +9.6% | -11.3% | +20.8% | +9.5% |
| 3M | +15.0% | -44.9% | +59.9% | +14.9% |
| 6M | +21.8% | -17.3% | +39.1% | +21.8% |
| YTD | +49.6% | -9.9% | +59.5% | +49.7% |
| 1Y | +49.9% | +76.1% | -26.3% | +50.6% |
| 3Y | +22.6% | +240.0% | -217.4% | +25.9% |
| All | +126.0% | +51.5% | +74.5% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling