+216.8%
LUNR vs CBOE
+89.1%
+127.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -2.4% |
| 7D | -3.1% | -5.8% | +2.7% | -4.5% |
| 30D | -15.3% | -3.1% | -12.2% | -15.9% |
| 3M | -53.2% | -4.8% | -48.4% | -53.3% |
| 6M | -22.2% | -0.6% | -21.7% | -18.5% |
| YTD | -11.6% | +12.8% | -24.4% | -1.8% |
| 1Y | +68.4% | +19.8% | +48.7% | +93.3% |
| 3Y | +216.8% | +86.9% | +129.8% | +238.5% |
| All | +216.8% | +89.1% | +127.7% | +238.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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