+51.5%
LUNR vs CAG
-41.1%
+92.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -2.7% |
| 7D | -0.5% | -5.9% | +5.3% | -1.7% |
| 30D | -11.3% | -1.5% | -9.7% | -11.5% |
| 3M | -44.9% | +11.5% | -56.4% | -43.4% |
| 6M | -17.3% | -15.7% | -1.6% | -20.1% |
| YTD | -9.9% | -10.2% | +0.3% | -11.7% |
| 1Y | +76.1% | -18.1% | +94.2% | +70.2% |
| 3Y | +240.0% | -39.4% | +279.4% | +206.6% |
| All | +51.5% | -41.1% | +92.6% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling