+7.0%
COR vs LUNR
+73.3%
-66.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.8% | +2.0% | +0.2% |
| 7D | -2.8% | -3.1% | +0.3% | -2.9% |
| 30D | +2.6% | -15.3% | +17.9% | +2.3% |
| 3M | +14.5% | -53.2% | +67.6% | +14.3% |
| 6M | -7.8% | -22.2% | +14.4% | -8.1% |
| YTD | -4.2% | -11.6% | +7.4% | -4.0% |
| 1Y | +7.0% | +68.4% | -61.4% | +17.0% |
| All | +7.0% | +73.3% | -66.3% | +17.0% |
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 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