+74.5%
CSX vs LUNR
+282.2%
-207.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +15.0% | -12.2% | +2.3% |
| 7D | -2.2% | +22.1% | -24.3% | -2.9% |
| 30D | +6.8% | -8.7% | +15.5% | +6.9% |
| 3M | +0.7% | -26.6% | +27.3% | +1.4% |
| 6M | +13.3% | -58.4% | +71.7% | +15.4% |
| YTD | +40.5% | -25.8% | +66.3% | +38.7% |
| 1Y | +44.7% | +25.5% | +19.1% | +39.2% |
| 3Y | +74.5% | +300.0% | -225.5% | +62.2% |
| All | +74.5% | +282.2% | -207.7% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling