-4.5%
LUNR vs CAG
-6.8%
+2.3%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.2% | -3.1% |
| 7D | -14.3% | +9.7% | -24.0% | -11.3% |
| 30D | -30.5% | +15.8% | -46.3% | -27.0% |
| 3M | -28.9% | +1.8% | -30.7% | -27.8% |
| 6M | -60.8% | +11.5% | -72.3% | -58.9% |
| YTD | -38.8% | -6.7% | -32.1% | -42.4% |
| 1Y | -4.5% | -5.6% | +1.1% | -14.9% |
| All | -4.5% | -6.8% | +2.3% | -14.9% |
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