+205.5%
COR vs LUNR
+34.7%
+170.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +7.8% | +24.2% | -16.3% | +7.9% |
| 30D | +7.0% | +18.0% | -11.0% | +7.0% |
| 3M | +16.3% | -26.0% | +42.2% | +16.2% |
| 6M | +41.3% | -63.6% | +104.8% | +41.3% |
| YTD | +7.1% | -19.9% | +27.0% | +7.1% |
| 1Y | -0.8% | +50.1% | -50.9% | -0.8% |
| 3Y | +85.0% | +374.5% | -289.5% | +84.4% |
| All | +205.5% | +34.7% | +170.8% | +202.0% |
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