+53.5%
LUNR vs CASY
+296.2%
-242.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.1% | +0.8% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | +5.9% | -11.3% | +17.2% | +7.6% |
| 3M | -56.0% | -0.6% | -55.3% | -56.2% |
| 6M | -20.5% | +10.7% | -31.2% | -22.0% |
| YTD | -8.7% | +37.1% | -45.9% | -12.8% |
| 1Y | +75.9% | +52.3% | +23.6% | +66.5% |
| 3Y | +202.9% | +215.2% | -12.3% | +211.6% |
| All | +53.5% | +296.2% | -242.7% | +62.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling