+53.5%
LUNR vs CAPR
+170.9%
-117.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.5% | +0.7% |
| 7D | -3.6% | -2.0% | -1.7% | -3.6% |
| 30D | +5.9% | +139.2% | -133.3% | +1.4% |
| 3M | -56.0% | -66.4% | +10.4% | -55.3% |
| 6M | -20.5% | -63.1% | +42.7% | -19.7% |
| YTD | -8.7% | -67.4% | +58.7% | -7.5% |
| 1Y | +75.9% | +58.2% | +17.6% | +50.5% |
| 3Y | +202.9% | +42.2% | +160.7% | +124.3% |
| All | +53.5% | +170.9% | -117.4% | -7.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling