+3.5%
COR vs LUNR
-9.9%
+13.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.2% | +9.2% | +3.9% |
| 7D | +9.1% | -14.3% | +23.5% | +8.9% |
| 30D | +12.4% | -30.5% | +42.9% | +11.8% |
| 3M | +15.8% | -28.9% | +44.7% | +15.2% |
| 6M | +17.1% | -60.8% | +77.9% | +16.5% |
| YTD | +5.4% | -38.8% | +44.3% | +4.6% |
| 1Y | +3.5% | -4.5% | +8.1% | +4.2% |
| All | +3.5% | -9.9% | +13.4% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling