+54.8%
LUNR vs CBOE
+134.7%
-79.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.5% | -4.2% | -4.9% |
| 7D | +0.5% | -0.8% | +1.3% | +0.3% |
| 30D | -5.3% | +2.7% | -8.0% | -4.3% |
| 3M | -45.6% | +0.7% | -46.3% | -44.9% |
| 6M | -17.4% | -2.0% | -15.4% | -15.4% |
| YTD | -7.9% | +17.1% | -25.1% | +2.6% |
| 1Y | +77.6% | +26.5% | +51.1% | +106.7% |
| 3Y | +247.4% | +96.1% | +151.3% | +406.6% |
| All | +54.8% | +134.7% | -79.9% | +155.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling