+125.7%
CSCO vs LUNR
+48.7%
+77.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +4.4% |
| 7D | +2.7% | -3.1% | +5.8% | +2.7% |
| 30D | -9.5% | -15.3% | +5.9% | -9.2% |
| 3M | -7.6% | -53.2% | +45.5% | -6.2% |
| 6M | +44.9% | -22.2% | +67.1% | +45.2% |
| YTD | +47.7% | -11.6% | +59.3% | +47.2% |
| 1Y | +69.1% | +68.4% | +0.7% | +66.2% |
| 3Y | +113.5% | +216.8% | -103.3% | +105.1% |
| All | +125.7% | +48.7% | +77.0% | +102.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling