+51.5%
LUNR vs CAPR
+139.2%
-87.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.8% | -2.0% |
| 7D | -0.5% | -10.6% | +10.0% | -0.1% |
| 30D | -11.3% | +111.2% | -122.5% | -14.6% |
| 3M | -44.9% | -67.2% | +22.3% | -44.0% |
| 6M | -17.3% | -75.1% | +57.8% | -15.1% |
| YTD | -9.9% | -71.2% | +61.3% | -8.2% |
| 1Y | +76.1% | +31.1% | +45.0% | +52.8% |
| 3Y | +240.0% | +31.3% | +208.7% | +150.8% |
| All | +51.5% | +139.2% | -87.7% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CAPR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling