+216.8%
LUNR vs CAVA
+41.9%
+174.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.5% | -5.3% | -3.3% |
| 7D | -3.1% | -8.0% | +4.9% | +0.3% |
| 30D | -15.3% | -19.6% | +4.2% | -7.6% |
| 3M | -53.2% | -36.7% | -16.5% | -44.3% |
| 6M | -22.2% | -30.6% | +8.4% | -12.2% |
| YTD | -11.6% | -4.8% | -6.8% | -18.7% |
| 1Y | +68.4% | -13.1% | +81.5% | +62.0% |
| 3Y | +216.8% | +48.8% | +168.0% | +191.2% |
| All | +216.8% | +41.9% | +174.8% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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