+45.6%
CSX vs LUNR
+54.8%
-9.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.7% | +3.4% | -1.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.6% |
| 30D | -3.2% | -5.3% | +2.1% | -3.2% |
| 3M | +2.6% | -45.6% | +48.2% | +2.8% |
| 6M | +19.8% | -17.4% | +37.2% | +19.7% |
| YTD | +34.7% | -7.9% | +42.6% | +34.4% |
| 1Y | +52.1% | +77.6% | -25.5% | +51.6% |
| 3Y | +68.4% | +247.4% | -179.0% | +69.5% |
| All | +45.6% | +54.8% | -9.2% | +49.7% |
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