+75.9%
LUNR vs CAG
-13.1%
+89.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.5% |
| 7D | -3.6% | -3.8% | +0.1% | -4.6% |
| 30D | +5.9% | +3.1% | +2.7% | +6.6% |
| 3M | -56.0% | +23.5% | -79.4% | -53.0% |
| 6M | -20.5% | -14.8% | -5.6% | -28.0% |
| YTD | -8.7% | -5.4% | -3.3% | -13.1% |
| 1Y | +75.9% | -11.8% | +87.7% | +61.2% |
| All | +75.9% | -13.1% | +89.0% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling