+89.6%
CTAS vs LUNR
+48.7%
+40.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.4% | +1.5% |
| 7D | +0.5% | -3.1% | +3.6% | +0.5% |
| 30D | -0.7% | -15.3% | +14.6% | -0.7% |
| 3M | +11.1% | -53.2% | +64.2% | +11.4% |
| 6M | +2.1% | -22.2% | +24.4% | +2.1% |
| YTD | +8.0% | -11.6% | +19.5% | +7.8% |
| 1Y | -0.5% | +68.4% | -68.9% | -1.0% |
| 3Y | +66.2% | +216.8% | -150.6% | +65.1% |
| All | +89.6% | +48.7% | +40.8% | +95.0% |
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