+48.7%
LUNR vs CBRE
+35.7%
+13.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.8% | -3.7% | -2.6% |
| 7D | -3.1% | -5.0% | +1.9% | -1.1% |
| 30D | -15.3% | -4.7% | -10.7% | -14.1% |
| 3M | -53.2% | +6.5% | -59.7% | -55.2% |
| 6M | -22.2% | +6.1% | -28.3% | -25.4% |
| YTD | -11.6% | -12.6% | +1.0% | -7.7% |
| 1Y | +68.4% | -15.3% | +83.7% | +78.4% |
| 3Y | +216.8% | +64.6% | +152.2% | +191.9% |
| All | +48.7% | +35.7% | +13.0% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling