+283.4%
LUNR vs CART
+14.3%
+269.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -6.0% | +11.9% | +8.0% |
| 7D | +6.5% | -4.1% | +10.6% | +7.8% |
| 30D | -4.4% | -4.3% | -0.1% | -3.6% |
| 3M | -47.3% | +13.1% | -60.4% | -50.2% |
| 6M | -11.1% | +26.0% | -37.1% | -20.2% |
| YTD | -3.4% | +6.7% | -10.1% | -8.3% |
| 1Y | +85.8% | +6.3% | +79.5% | +75.0% |
| All | +283.4% | +14.3% | +269.1% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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