+119.8%
CSCO vs LUNR
+53.5%
+66.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.7% | -3.6% | +3.0% | -0.6% |
| 30D | -10.1% | +5.9% | -16.0% | -10.3% |
| 3M | -15.7% | -56.0% | +40.3% | -14.3% |
| 6M | +36.3% | -20.5% | +56.7% | +36.4% |
| YTD | +43.8% | -8.7% | +52.6% | +43.3% |
| 1Y | +63.9% | +75.9% | -12.0% | +61.0% |
| 3Y | +104.4% | +202.9% | -98.5% | +96.4% |
| All | +119.8% | +53.5% | +66.3% | +97.3% |
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 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