+48.8%
CSX vs LUNR
+53.5%
-4.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.9% |
| 7D | -3.4% | -3.6% | +0.3% | -3.4% |
| 30D | -3.1% | +5.9% | -8.9% | -3.1% |
| 3M | +7.2% | -56.0% | +63.1% | +7.4% |
| 6M | +16.2% | -20.5% | +36.6% | +16.1% |
| YTD | +37.5% | -8.7% | +46.3% | +37.3% |
| 1Y | +53.2% | +75.9% | -22.7% | +52.7% |
| 3Y | +68.2% | +202.9% | -134.6% | +69.1% |
| All | +48.8% | +53.5% | -4.7% | +52.9% |
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