+116.2%
CSCO vs LUNR
+51.5%
+64.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.8% |
| 7D | -1.1% | -0.5% | -0.5% | -1.1% |
| 30D | -10.8% | -11.3% | +0.5% | -10.6% |
| 3M | -9.2% | -44.9% | +35.7% | -8.2% |
| 6M | +39.5% | -17.3% | +56.9% | +39.6% |
| YTD | +41.5% | -9.9% | +51.4% | +41.0% |
| 1Y | +61.0% | +76.1% | -15.2% | +58.1% |
| 3Y | +105.2% | +240.0% | -134.8% | +96.9% |
| All | +116.2% | +51.5% | +64.7% | +94.2% |
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