+51.5%
LUNR vs CASY
+228.9%
-177.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -0.5% | -17.2% | +16.7% | +2.1% |
| 30D | -11.3% | -24.4% | +13.1% | -7.7% |
| 3M | -44.9% | -31.4% | -13.5% | -41.9% |
| 6M | -17.3% | -8.9% | -8.4% | -16.7% |
| YTD | -9.9% | +13.8% | -23.7% | -11.6% |
| 1Y | +76.1% | +17.0% | +59.2% | +72.4% |
| 3Y | +240.0% | +163.1% | +76.9% | +259.6% |
| All | +51.5% | +228.9% | -177.4% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded CASY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling