+262.1%
LUNR vs CART
+21.6%
+240.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -3.6% | +1.0% | -4.7% | -4.0% |
| 30D | +5.9% | +12.6% | -6.8% | +0.9% |
| 3M | -56.0% | +23.1% | -79.1% | -59.6% |
| 6M | -20.5% | +39.5% | -60.0% | -31.1% |
| YTD | -8.7% | +13.5% | -22.3% | -15.1% |
| 1Y | +75.9% | +14.9% | +61.0% | +61.4% |
| All | +262.1% | +21.6% | +240.5% | +180.6% |
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