+374.5%
LUNR vs CASY
+161.8%
+212.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +24.2% | +3.6% | +20.6% | +22.9% |
| 30D | +18.0% | +9.1% | +8.9% | +14.6% |
| 3M | -26.0% | -16.5% | -9.5% | -21.8% |
| 6M | -63.6% | -19.7% | -43.9% | -60.8% |
| YTD | -19.9% | +29.3% | -49.2% | -30.0% |
| 1Y | +50.1% | +33.1% | +17.0% | +29.8% |
| 3Y | +374.5% | +158.5% | +215.9% | +228.0% |
| All | +374.5% | +161.8% | +212.7% | +228.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling