+194.4%
LUNR vs CART
+39.2%
+155.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +0.6% | +14.4% | +14.8% |
| 7D | +22.1% | +1.5% | +20.6% | +21.7% |
| 30D | -8.7% | +22.4% | -31.1% | -15.0% |
| 3M | -26.6% | +16.5% | -43.1% | -31.1% |
| 6M | -58.4% | +44.9% | -103.3% | -64.4% |
| YTD | -25.8% | +30.0% | -55.8% | -34.5% |
| 1Y | +25.5% | +59.1% | -33.5% | +2.2% |
| 3Y | +300.0% | +138.8% | +161.2% | +190.6% |
| All | +194.4% | +39.2% | +155.2% | +116.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling