+48.7%
LUNR vs CAG
-41.5%
+90.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.2% | -2.0% |
| 7D | -3.1% | -5.7% | +2.6% | -4.2% |
| 30D | -15.3% | -2.4% | -12.9% | -15.7% |
| 3M | -53.2% | +9.8% | -63.0% | -52.0% |
| 6M | -22.2% | -10.8% | -11.4% | -23.9% |
| YTD | -11.6% | -10.8% | -0.8% | -13.5% |
| 1Y | +68.4% | -19.0% | +87.4% | +62.4% |
| 3Y | +216.8% | -39.7% | +256.5% | +185.5% |
| All | +48.7% | -41.5% | +90.2% | +24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling