+54.8%
LUNR vs CASY
+229.6%
-174.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -14.2% | +9.5% | -2.6% |
| 7D | +0.5% | -16.5% | +17.1% | +3.1% |
| 30D | -5.3% | -26.4% | +21.1% | -1.2% |
| 3M | -45.6% | -17.3% | -28.3% | -44.5% |
| 6M | -17.4% | -5.2% | -12.2% | -17.2% |
| YTD | -7.9% | +14.1% | -22.0% | -9.7% |
| 1Y | +77.6% | +16.6% | +61.0% | +73.9% |
| 3Y | +247.4% | +163.7% | +83.7% | +267.4% |
| All | +54.8% | +229.6% | -174.8% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling