+26.2%
LUNR vs CAPR
+223.3%
-197.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +26.5% | -23.4% | +1.9% |
| 7D | +22.7% | +25.8% | -3.1% | +21.4% |
| 30D | -5.3% | +50.2% | -55.5% | -7.1% |
| 3M | -26.1% | +185.5% | -211.6% | -30.0% |
| 6M | -62.4% | -64.8% | +2.4% | -62.1% |
| YTD | -25.0% | -61.1% | +36.2% | -24.8% |
| 1Y | +29.0% | +81.0% | -51.9% | +10.5% |
| 3Y | +327.4% | +300.7% | +26.7% | +172.5% |
| All | +26.2% | +223.3% | -197.1% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling