+80.6%
COST vs LUNR
+51.5%
+29.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -2.5% | -0.5% | -1.9% | -2.5% |
| 30D | -4.4% | -11.3% | +6.8% | -4.4% |
| 3M | -8.1% | -44.9% | +36.8% | -8.1% |
| 6M | -9.2% | -17.3% | +8.1% | -9.3% |
| YTD | +5.1% | -9.9% | +15.0% | +5.0% |
| 1Y | -5.1% | +76.1% | -81.2% | -5.3% |
| 3Y | +70.4% | +240.0% | -169.6% | +70.8% |
| All | +80.6% | +51.5% | +29.1% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling