+123.8%
CVX vs LUNR
+54.8%
+69.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.7% | +6.6% | +1.9% |
| 7D | +1.0% | +0.5% | +0.4% | +1.0% |
| 30D | +10.7% | -5.3% | +16.0% | +10.6% |
| 3M | +15.5% | -45.6% | +61.1% | +15.4% |
| 6M | +14.9% | -17.4% | +32.3% | +14.9% |
| YTD | +44.2% | -7.9% | +52.2% | +44.2% |
| 1Y | +43.5% | +77.6% | -34.1% | +43.7% |
| 3Y | +45.0% | +247.4% | -202.5% | +46.4% |
| All | +123.8% | +54.8% | +69.0% | +141.1% |
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