+217.8%
LUNR vs CART
+40.2%
+177.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.5% |
| 7D | +24.2% | +1.3% | +22.9% | +23.7% |
| 30D | +18.0% | +19.2% | -1.2% | +11.0% |
| 3M | -26.0% | +17.6% | -43.5% | -30.7% |
| 6M | -63.6% | +47.4% | -110.9% | -69.0% |
| YTD | -19.9% | +30.9% | -50.8% | -29.5% |
| 1Y | +50.1% | +46.0% | +4.1% | +26.7% |
| 3Y | +374.5% | +130.3% | +244.1% | +246.5% |
| All | +217.8% | +40.2% | +177.7% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling