+63.7%
CTAS vs LUNR
+234.6%
-170.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.8% |
| 7D | -1.3% | -0.5% | -0.8% | -1.3% |
| 30D | -3.1% | -11.3% | +8.2% | -3.0% |
| 3M | +10.3% | -44.9% | +55.2% | +11.4% |
| 6M | +1.6% | -17.3% | +18.9% | +1.2% |
| YTD | +6.3% | -9.9% | +16.2% | +5.3% |
| 1Y | -0.5% | +76.1% | -76.6% | -3.4% |
| All | +63.7% | +234.6% | -170.9% | +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