+35.0%
LUNR vs CAPR
+195.1%
-160.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -8.7% | +15.7% | +7.4% |
| 7D | +51.2% | +19.1% | +32.1% | +49.8% |
| 30D | +7.0% | +48.8% | -41.9% | +4.9% |
| 3M | -23.1% | +144.4% | -167.5% | -26.7% |
| 6M | -59.4% | -67.5% | +8.1% | -58.9% |
| YTD | -19.7% | -64.5% | +44.8% | -19.2% |
| 1Y | +39.5% | +74.4% | -34.9% | +19.1% |
| 3Y | +357.2% | +265.7% | +91.5% | +192.5% |
| All | +35.0% | +195.1% | -160.1% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling