+80.0%
LUNR vs CAPR
+32.1%
+47.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.6% | -0.1% | -4.6% |
| 7D | +0.5% | -12.6% | +13.2% | +0.9% |
| 30D | -5.3% | +124.4% | -129.7% | -7.5% |
| 3M | -45.6% | -66.8% | +21.2% | -45.2% |
| 6M | -17.4% | -71.8% | +54.4% | -16.5% |
| YTD | -7.9% | -70.1% | +62.1% | -7.2% |
| All | +80.0% | +32.1% | +47.9% | +79.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling