+74.7%
CSX vs LUNR
+210.5%
-135.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.8% |
| 7D | -3.4% | -3.6% | +0.3% | -3.3% |
| 30D | -3.1% | +5.9% | -8.9% | -3.3% |
| 3M | +7.2% | -56.0% | +63.1% | +9.8% |
| 6M | +16.2% | -20.5% | +36.6% | +15.5% |
| YTD | +37.5% | -8.7% | +46.3% | +35.1% |
| 1Y | +53.2% | +75.9% | -22.7% | +45.7% |
| All | +74.7% | +210.5% | -135.7% | +59.5% |
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