+444.5%
CORZ vs LUNR
+452.1%
-7.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.9% | -1.2% | +3.5% |
| 7D | +16.6% | +6.5% | +10.0% | +15.1% |
| 30D | -10.9% | -4.4% | -6.5% | -10.1% |
| 3M | -31.0% | -47.3% | +16.3% | -22.9% |
| 6M | +26.0% | -11.1% | +37.1% | +24.3% |
| YTD | +28.6% | -3.4% | +32.0% | +23.1% |
| 1Y | +34.5% | +85.8% | -51.3% | +13.3% |
| All | +444.5% | +452.1% | -7.6% | +371.3% |
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